دانلود نرم افزار WINRATS Pro 8

3
4575
نرم افزار WinRats 8

درباره نرم افزار Winrats pro 8

نرم افزار تخصصی RATS که مخفف (Regression Analysis of Time Series) است یکی از پکیج های جامع نرم افزاری جهت تحلیل های سری زمانی است. این نرم افزار بیش از دو دهه است که به عنوان نرم افزار اقتصادسنجی در بسیاری از دانشگاه ها، بانک های مرکزی کشورها و دیگر سازمان های دولتی و خصوصی در سراسر جهان مورد استفاده قرار می گیرد. نسخه ۸ این نرم افزار  که اقتصادی ها به صورت انحصاری آن را برای مخاطبین خود فراهم کرده است نسبت به نسخه های پیشین پیشرفت های چشمگیری داشته است و ابزارهای جدیدی را برای دست یابی به متدهای نوین اقتصادسنجی به نرم افزار اضافه کرده است. تصویر زیر محیط این نرم افزار را نشان می دهد.

محیط نرم افزار winrats

از طریق این لینک (+)  می توانید اطلاعات دقیق تری از این نرم افزار را مشاهده کنید.

اقتصادسنجی و مدیریت داده‌ها

نرم افزار Rats هر آنچه که از یک نرم افزار اقتصادسنجی انتظار دارید را برای شما فراهم می‌کند. مدل‌های حداقل مربعات خطی و غیرخطی، ابزارهای پیش‌بینی، رگرسیون به ظاهر نامرتبط، مدل‌های ARIMA تنها بخش کوچکی از آن چیزی است که نرم افزار رتز (Winrats) در اختیار شما قرار می‌دهد. این نرم افزار علاوه بر روش‌های فوق‌الذکر، روش‌هایی مانند گشتاورهای تعمیم‌ یافته، ناهمسانی واریانس شرطی خود توضیح، مدل‌های خانواده GARCH، مدل‌های فضا حالت و بسیاری از مدل‌های غیرخطی مانند مارکوف سویچینگ را پوشش می‌دهد. پکیج GARCH این نرم افزار، بی شک کامل ترین و بروزترین پکیج موجود در میان کلیه نرم افزارهای اقتصادسنجی است. امکانات این نرم افزار به اینجا ختم نمی‌شود. شما می توانید با تصب افزونه های مربوط به این نرم افزار به طیف گسترده ای از روش های اقتصادسنجی دسترسی داشته باشید. در زیر لیست کاملی از افزونه‌های این نرم افزار به همراه لینک دانلود آنها برای شما عزیزان قرار داده شده است. مطمئنا شما نیز با دیدن این افزونه‌ها از کارایی فوق العاده این نرم افزار شگفت زده خواهید شد.

economyawinrats2


لیست افزونه های نرم افزار Winrats

Generates Arellano-Bond set of instruments ablags.src
Performs autocorrelation analysis on a series acf.src
Computes autocorrelations from partial autocorrelations acf2pacf.src
Generates theoretical autocorrelations acfmorin.src
Estimates a linear regression using an adaptive kernel estimator adaptive.rpf
Selects optimal lag length to be used for an ADF test adfautoselect.src
Replicates Aruoba, Diebold and Scotti JBES 2009 adsjbes2009.zip
Anderson-Darling test for normality adtest.src
Andrews-Guggenberger estimate of fractional difference agfractd.src
Demonstrates use of information criteria akaike.rpf
Technique for selecting a set of GMM instruments andrews.prg
Andrews-Ploberger Structural Break Test apbreaktest.src
Andrews-Ploberger Structural Break Test for GARCH/Maximum Likelihood apgradienttest.src
Demonstrates AR1 instruction ar1.rpf
Computes Information Criteria for AR models using Yule-Walker or Burg arautolags.src
Tests a series for ARCH effects archtest.src
Demonstrates Arellano-Bond estimator for dynamic panel model arellano.rpf
Frequency domain procedure for generating ARFIMA arfsim.src
Demonstrates BOXJENK instruction, various procedures arima.rpf
Sets up a DLM based upon an ARMA model armadlm.src
Demonstrates Gibbs Sampling applied to an ARMA model armagibbs.rpf
Graphs the spectral density for an input ARMA model armaspectrum.src
Demonstrates estimation of an ARMAX model armax.prg
Demonstrates choosing a seasonal ARIMA model using automated procedures autobox.rpf
Demonstrates Bai, Lumsdaine, Stock common breaks in VAR bai_lumsdaine_stock_restat1998.zip
Replicates examples of Bai-Perron procedure bai_perron_jae2003.zip
Replicates Baillie and Bollerslev GARCH models with day-of-week effects baillie_bollerslev_jbes1989.zip
Replicates Baillie, Bollerslev, Mikkelson FIGARCH results bailliebw1996.zip
Estimates factors in a factor model using Bai-Ng formulas baing.src
Bai-Perron Test for Multiple Structural Changes baiperron.src
Replicates Balke-Fomby threshold cointegration balkefombyier1997.zip
Demonstrates basic commands for forecasting basicforecast.rpf
Introductory example – demonstrates many techniques basics.prg
Bauwens-Laurent Multivariate skew-t GARCH model bauwens_laurent_jbes2005.zip
Bayesian Unit Root test bayestst.src
Replicates Bernanke, Boivin, Eliasz FAVAR paper bbeqje2005.zip
Battery of independence tests bdindtests.src
Brock-Decher-Scheinkman test for i.i.d. bdstest.src
Replicates Bernanke and Mihov’s paper bernankemihovqje1998.zip
Computes parameters required for beta distribution betaparms.src
Computes betas for large number of stocks betas.rpf
Hinich bi-correlations test for autocorrelation bicorrtest.src
Bounded Influence Function Regression from Krasker, Ku, Welsch bif.src
Estimates a bivariate Hodrick-Prescott filter (common cycle) bivariatehp.rpf
Automated ARIMA model selection bjautofit.src
Aids in selection of differencing operations bjdiff.src
Estimates an ARIMA model bjest.src
Demonstrates forecasting with an ARIMA model bjfore.prg
Estimates and forecasts an ARIMA model bjfore.src
Box-Jenkins identification tool bjident.src
Replicates Bjornland-Leitemo(2009) SVAR with short- and long-run restrictions bjornland_leitemo_jme_2009.zip
Computes Theil U statistics for an ARIMA model bjtheil.src
Aids in selection of preliminary transformation bjtrans.src
Band pass filter using Baxter-King method bkfilter.src
Replicates Blanchard and Quah’s paper blanchardquahaer1989.zip
Does block bootstrap draws (not needed with RATS 7.00 or later) blockboot.src
Recursive minimum unit root test blsunit1.src
Rolling minimum unit root test blsunit2.src
Sequential minimum unit root test blsunit3.src
Beveridge-Nelson decomposition bndecomp.src
Replicates Bollerslev-Mikkelson(1996) FIEGARCH models bollerslev_mikkelson_joe1996.zip
Estimates term structure using non-linear methods bonds.rpf
Estimates term structure with cubic splines bondspline.rpf
Demonstrates bootstrapping with an ARMA model bootarma.rpf
Example of bootstrapping with cointegration bootcointegration.rpf
Used with MODES.SRC: bootstraps series, tests number of modes boots.src
Demonstrates basic bootstrapping techniques bootsimple.rpf
Demonstrates bootstrapping spectral density estimates bootspectrum.rpf
Demonstrates bootstrapping with a VAR bootvar.rpf
Demonstrates bootstrapping with a VECM bootvecm.rpf
Demonstrates maximum likelihood estimation for a Box-Cox model boxcox.prg
Does Breusch-Pagan (and related) tests for random effects bppaneltests.src
Does Monte Carlo draws from a VAR with BQ factorization bqdodraws.src
Bry-Boschan business cycle dating (Pagan-Harding for quarterly data) bryboschan.src
Black-Scholes option pricing proceudre bsoption.src
Replicates Burnside’s JBES 1994 paper on asset pricing burnsidejbes1994.zip
Demonstrates estimation of a dynamic model using DSGE and DLM cagan.rpf
Replicates Camacho’s JEL 2011 paper on unit root test in presence of MS camacho_jel2011.zip
Replicates Campbell and Ammer’s JOF 1993 paper campbellammerjof1993.zip
Computes canonical correlations for two sets of series cancorr.src
Demonstrates Bayesian VAR estimation canmodel.rpf
Estimates various forms of DCC GARCH models cappiello_engle_sheppard_jfe2006.zip
Replicates Carstensen’s paper, demos FMOLS, stability tests carstensenjbes2006.zip
Solves Cass-Koopmans growth model casskoopmans.rpf
Updated CATS file for use with CATSIRFS.PRG catsmisc.src
Demonstrates (bivariate) causality tests causal.rpf
Identifying turning points and cyclical phases of a series cfeat.src
Band pass filter using Christiano-Fitzgerald method cffilter.src
Jump GARCH models with fixed and varying jump intensities chanmaheujbes2002.zip
Replicates Chan and McAleer AFE 2003, STAR-STGARCH models chanmcaleer_afe2003.zip
Estimates several versions of the CKLS model for interest rates chankarolyi.rpf
Demonstrates Chow test with known break (separate regression form) chow1.rpf
Demonstrates Chow test with known break (dummy variable form) chow2.rpf
Chow-Denning multiple variance ratio test chowdenning.src
Distributes a series to a higher frequency using related series chowlin.src
Demonstrates Chow tests with known break chowtest.rpf
Replicates CKLS(1992) estimation of interest rate models ckls_jof1992.zip
Clark-McCracken forecast performance tests clarkforetest.src
Decomposes a series into trend, seasonal, irregular classicaldecomp.src
Computes various measures of persistence cochran2.src
Computes various measures of persistence cochrane.src
Phillips-Ouliaris cointegration tests cointpo.src
Demonstrates cointegration tests cointtst.rpf
Demonstrates conditional forecasting condition.rpf
Conditional forecasting procedure condition.src
Demonstrates various stability tests constant.rpf
Demonstrates non-linear systems estimation (NLSYSTEM) consumer.rpf
Corrado non-parametric event test corrado.src
Computes a correlation integral for a series corrintegral.src
Computes and graphs cross correlations of two series crosscorr.src
Computes and graphs phase and coherence crosspec.src
Complex series symmetrizer cseriessymm.src
Demonstrates Durbin’s Cumulated Periodogram test for serial correlation cumpdgm.rpf
Durbin’s Cumulated Periodogram for serial correlation cumpdgm.src
Replicates Cushman and Zha JME 1997 structural near-VAR cushman_zha_jme1997.zip
Computes and displays CUSUM and CUSUMQ tests cusumtests.src
Demonstrates estimation of structural VAR’s cvmodel.rpf
Stability tests on a covariance matrix of series cvstabtest.src
Computes Whittle likelihood using complex matrices cxlogdensity.src
Computes concentrated multivariate Whittle likelihood using complex matrices cxlogdensitycv.src
Replicates Den Haan(2000) JME correlation of comovements denhaan_jme_2000.zip
Replicates Dennis Macroeconomic Dynamics 2007 optimal control dennismd2007.zip
Computes non-parametric density function density.src
Distributes a series to a higher frequency using proportional Denton method denton.src
Dickey-Fuller unit root test dfunit.src
Replicates Diebold and Yilmaz EJ 2009 spillover calculations dieboldyilmaz_ej2009.zip
Computes digamma and trigamma functions digamma.src
General disaggregation (interpolation/distribution) procedure disaggregate.src
Distribution from one frequency to a higher frequency distrib.src
Demonstrates estimation of distributed lags distriblag.rpf
Computes a Divisia index divisia.src
Estimates a state-space model with a common cycle dlmcycle.rpf
Demonstrates estimation of a state-space model dlmest.prg
Example of Kalman smoothing in a simple model dlmexam1.rpf
Example of Kalman filtering and out-of-sample forecasting in a simple model dlmexam2.rpf
Example of unconditional simulation in a simple state-space model dlmexam3.rpf
Example of conditional simulation in a simple state-space model dlmexam4.rpf
GLS estimation with state-space model for errors dlmgls.src
Impulse Reponse Function from a State-Space model dlmirf.src
Example of calculation of impulse responses in a state-space model dlmirfexample.rpf
Diebold-Mariano Forecast Comparison Test dmariano.src
Dynamic OLS estimation of Cointegrating vectors dols.src
Replicates Diebold,Rudebusch,Aruoba 2006 factor model dra_joe_2006.zip
Computes state space model adjustments for optimal control dsgecontrol.src
Example of (approximate) solution of a non-linear DSGE model dsgekpr.rpf
Computes solution to linear rational expectations model dsgetool.src
Replicates Dueker(1997) Markov switching GARCH models dueker_jbes1997.zip
Replicates Dueker(2005) JBES dynamic probit model dueker_jbes2005.zip
Computes Autoregression Representations using Durbin-Levinson recursion durbinlevinson.src
Extreme Bounds Analysis, from Granger and Uhlig eba.src
Demonstrates estimation of an vector error correction model ect.rpf
Demonstrates bootstrapping with an E-GARCH model egarchbootstrap.rpf
Demonstrates forecasting an E-GARCH model using random simulations egarchsimulate.rpf
Computes ‘exact’ crit. values for D-F and E-G cointegration tests egcrtval.src
Engle-Granger test for Cointegration egtest.src
Engle-Granger test for Cointegration on 1st stage residuals egtestresids.src
Model specification for Erceg-Henderson-Levin model ehljme2000.rpf
Replicates Ehrmann-Ellison-Valla(2003) regime dependent impulse respones ehrmann_ellison_valla_el2003.zip
Computes empirical likelihood for a set of moment conditions elfcalc.src
Demonstrates estimation using EM algorithm emexample.rpf
Replicates Enders-Siklos(2001) JBES paper on threshold cointegration enders_siklos_jbes2001.zip
Procedure for Enders/Granger threshold unit root tests endersgranger.src
Replicates Enders/Granger JBES paper, on threshold unit roots endersgrangerjbes1998.zip
Enders-Siklos test for cointegration with threshold effect enderssiklos.src
Creates an ACF from an ARMA equation eqntoacf.src
Elliott-Rothenberg-Stock unit root tests erstest.src
Computes exact (limit) inverse with “infinite” components exactinverse.src
Introductory example #1 (display instruction) ExampleOne.rpf
Introductory example #2 (data reading) ExampleTwo.rpf
Introductory example #3 (linear regression) ExampleThree.rpf
Introductory example #4 (simple forecasts) ExampleFour.rpf
Introductory example #5 (linear regression/hypothesis tests) ExampleFive.rpf
Introductory example #6 (non-linear regression) ExampleSix.rpf
Demonstrates exponential smoothing expsmooth1.rpf
Demonstrates exponential smoothing expsmooth2.rpf
Replicates Fabiani-Mestre 2004 NAIRU model results fabianimestre_ee_2004.zip
Replicates Faust 1998 paper on semi-structural VAR faust_carnegie1998.zip
Replicates Faust and Leeper JBES 1997 paper faustleeper_jbes1997.zip
Fractional Integration Filter procedure fif.src
Replicates Filardo JBES 1994 paper with time-varying switching filardojbes1994.zip
General Nyblom fluctuations test flux.src
Estimates cointegrating vectors using Fully Modified Least Squares fm.src
Estimates cointegrating vectors using Fully Modified Least Squares (older) fmols.src
Factors covariance matrix with specific vector column/row forcedfactor.src
Computes a wide range of fractiles fract.src
Demonstrates estimation of a model with fractional differencing fractint.rpf
Demonstrates frequency domain deseasonalization freqdeseason.rpf
Demonstrates Fry-Pagan median target estimates for IRF fry_pagan_jel2011.zip
Computes and graphs the gain and phase of a pair of series gain.src
Replicates Gali’s 1999 VAR results galiaer1999.zip
Replicates Gali’s 1992 QJE results galiqje1992.zip
Computes parameters required for gamma distribution gammaparms.src
Menu-driven GARCH estimation procedure garch.src
Demonstrates rolling estimation of a GARCH model garchbacktest.rpf
Demonstrates bootstrapping with a GARCH model garchboot.rpf
Estimates a GARCH model with dynamic equicorrelation (DECO) garchdeco.rpf
Univariate GARCH forecasting procedure garchfore.src
Demonstrates fluctuations test applied to GARCH model garchflux.rpf
Demonstrates Gibbs sampling with GARCH model garchgibbs.rpf
Demonstrates importance sampling with GARCH model garchimport.rpf
Demonstrates multivariate GARCH garchmv.rpf
Demonstrates bootstrapping on a multivariate GARCH model garchmvbootstrap.rpf
Demonstrates 2-step DCC estimates garchmvdcc2.rpf
Demonstrates Gibbs sampling applied to a DCC GARCH model garchmvdccgibbs.rpf
Demonstrates estimation of GARCH models using MAXIMIZE garchmvmax.rpf
Menu-driven GARCH procedure (without non-negativity constraints) garchn.src
Demonstrates univariate GARCH with nonparametric density garchsemiparam.rpf
Demonstrates univariate GARCH garchuv.rpf
Demonstrates univariate GARCH estimated using MAXIMIZE garchuvmax.rpf
Generates weights and grid points for Gauss-Hermite numerical integration gausshermite.src
Demonstrates contour graph gcontour.rpf
Generates draws for a generalized error distribution geddraw.src
Generate all combinations of a set of integers gencombos.src
Demonstrates Gibbs sampling with a linear regression gibbs.rpf
Demonstrates Gibbs sampling on dynamic probit model gibbsprobitdynamic.rpf
Demonstrates Gibbs Sampling applied to a Bayesian VAR gibbsvar.rpf
Uses Gibbs sampling to compute posterior distributions for a VAR gibbsvar.src
Demonstrates generalized instrumental variables giv.rpf
Local to unity GLS detrending routine glsdetrend.src
Automated ARIMA model selection (seasonal models) gmautofit.src
Granger-Newbold forecast comparison test gnewbold.src
Replicates Gonzales-Rivera Nonlinear Dynamics 1998 STAR-GARCH model gonzales-rivera_nd1998.zip
Replicates Gonzalo and Grangers 1995 paper gonzalograngerjbes1995.zip
Geweke-Porter-Hudak estimate of fractional differencing gph.src
Demonstrates bootstrapping applied to Granger causality test grangerbootstrap.rpf
Demonstrates creation of a box plot graphboxplot.rpf
Demonstrates graphing forecasts graphforecast.rpf
Demonstrates graphing a general function graphfunction.rpf
Demonstrates high-low-close graphs graphhighlow.rpf
Demonstrates positioning of labels on graphs graphlabels.rpf
Graphs a RECTANGULAR array of series on separate graphs graphmatrix.src
Demonstrates overlay graphs graphoverlay.rpf
Replicates Gray’s 1996 Regime Switching GARCH paper grayjfe1996.zip
Replicates results from Gregory and Hansen(1996) JOE article gregoryhansen_joe1996.zip
Gregory-Hansen test for Cointegration with breaks gregoryhansen.src
Generates a series with an equally spaced grid gridseries.src
Hadri test for unit roots in panel data hadri.src
Replicates Hafner-Herwartz volatility impulse response functions hafner_herwartz_jimf2006.zip
Generates Halton sequences halton.src
Hamilton-Susmel Markov Switching ARCH model hamilton_susmel_joe1994.zip
Hamilton switching model example hamilton.rpf
Demonstrates Hannan efficient estimation hannan.rpf
Estimates an ARIMA model using the Hannan-Rissanen algorithm hannanrissanen.src
Replicates Hansen’s GARCH models with time-varying t-densities hansen_ier1994.zip
Replicates Hansen’s examples of Andrews-Ploberger test hansen_jbes_1997.zip
Replicates structural break test with Hansen’s fixed regressor bootstrap hansen_joe2000.zip
Demonstrates GMM (IV) in linear model hansen.rpf
Replicates Hansen’s threshold estimation and testing results hansenecm1996.zip
Replicates Hansen/Seo paper on threshold cointegration hansenseojoe2002.zip
Multivariate stochastic volatility models; Harvey, Ruiz, Shephard harveyruizshephardrestud.zip
Demonstrates Hausman test (2SLS vs OLS) hausman.rpf
HEGY unit-root test for quarterly data hegy.src
Demonstrates various forms of weighted least squares hetero.rpf
Demonstrates heteroscedastity tests heterotest.rpf
Estimates tail index for a distribution using Hill’s method hillgev.src
Hinich test for linearity and Gaussianity hinichtest.src
Histogram procedure (modified from older HIST.SRC) histbins.src
Histogram procedure, using new DENSITY command histogram.src
Demonstrates historical decomposition history.rpf
Histogram procedure using SCATTER for the graph histscat.src
Computes Hansen-Jagannathan bounds for a set of returns hjbounds.src
Demonstrates IV estimation of VAR in panel data holtz-eakin_n_r_ecm1988.zip
Demonstrates use of Hodrick-Prescott filter hpfilter.rpf
Hodrick-Prescott filter hpfilter.src
Harris-Tzavalis unit root test for panel data htunit.src
Computes a Hurst exponent hurst.src
Inclan-Tiao test for breaks in variance icss.src
Computes CDF for quadratic form in Normal(0,1) variables imhof.src
Demonstrates computing and graphing impulse response functions impulses.rpf
Demonstrates Inclan-Tiao test for breaks in variance inclantiao.rpf
Demonstrates looping over graph instructions influnem.rpf
Demonstrates instrumental variables estimation instrument.rpf
Interpolation from one frequency to a higher one interpol.src
Demonstrates intervention model intervention.rpf
Computes parameters required for inverse chi-squared distribution invchisqrparms.src
Computes parameters required for inverse gamma distribution invgammaparms.src
Im, Pesaran and Shin panel unit root test ipshin.src
Replicates Ireland’s JEDC 2004 estimation of DSGE model irelandjedc2004.zip
Builds restriction matrix for ‘medium-run’ constraints in an SVAR irfrestrict.src
Johansen ML Cointegration analysis johmle.src
Replicates Jacquier, Polson, Rossi (1994) jprjbes1994.zip
Computes a non-parametric distribution estimate (use DENSITY instead) kernel.src
Flexible fits via kernel regression (use NPREG instead) kernreg.src
Does Koopman’s Exact Initial KF (use DLM instead) kfexact.src
Kalman filtering procedure (use DLM instead) kfilter.src
Estimates Klein’s Model I klein.rpf
Kolmogorov-Smirnov goodness of fit/Normality test kolmtest.src
Demonstrates Gibbs sampling in a cointegrated model koop_leon-gonzalez-strahan_er2010.zip
Replicates Koutmos’ MV EGARCH with spillovers koutmos_jbfa1996.zip
KPSS (Kwiatowski, Phillips, Schmidt, and Shin) stationarity test kpss.src
Replicates King, Plosser, Stock, Watson AER 1991 results kpswaer1991.zip
Replicates Krolzig MS-VAR’s for six country models krolzigmsvar.zip
Draws from posterior density needed in stochastic volatility model kscpostdraw.src
Kalman smoothing procedure. Superseded by DLM instruction ksmooth.src
Example of L1 filtering (robust “HP” filter) l1trend.zip
Creates table of the roots of a lag polynomial lagpolyroots.src
AIC, BIC, and other lag-length selection tests lagselec.src
Replicates Lanne-Lutkepohl JMCB 2008 structural VAR with volatility shifts lanne_lutkepohl_jmcb2008.zip
Replicates Laubach-Williams multivariate state-space model with regressors laubach_williams_restat2003.zip
Replicates Lebo and Box-Steffensmeier’s DCC GARCH models lebo_box_ajps2008.zip
Levin-Lin-Chu test for unit roots in panel data levinlin.src
Limited information maximum likelihood estimation liml.src
Creates matrices for local (level or trend) DLM localdlm.src
Calculates initial guesses for component variances in a local level/trend localdlminit.src
Local smoothing regression localtrend.src
Function for log density of multivariate skew-t distribution logmvskewt.src
Computes parameters required for log normal distribution lognormalparms.src
Function for log density of skew-t distribution logskewtdensity.src
Demonstrates use of lowess non-parametric fit lowess.rpf
Flexible fits via lowess method (use NPREG instead) lowess.src
Lumsdaine-Papell unit root test with structural breaks lpunit.src
Estimates a dynamic FE model with correction for bias lsdvc.src
Lee-Strazicich unit root tests with one or more structural breaks lsunit.src
Least Trimmed Squares Regression method lts.src
Lubik-Schorfheide JME 2007 DSGE model lubikschorfheide_jme2007.zip
Computes Information Criteria for MA models using innovations algorithm maautolags.src
Computes Mackinnon’s Critical values for DF and EG tests mackinnoncv.src
Performs Mann-Whitney test for comparison of samples mannwhitney.src
Replicates Mark-Sul(2003) panel DOLS mark_sul_obes2003.zip
Functions supporting Markov Chain Models (use MSSETUP instead) markov.src
Extracting/inserting information from/into rectangular arrays matpeek.src
Example of use of MAXIMIZE instruction maximize.rpf
Version of KERNEL.SRC required by MODES.SRC mbkernel.src
Organizes tables of FEVD’s with confidence bands mcfevdtable.src
Organizes graphs of IRF’s with confidence bands mcgraphirf.src
Performs a McLeod-Li test for 2nd order dependence. mcleodli.src
Calculates sample statistics from MCMC realizations mcmcpostproc.src
Example of Monte Carlo integration (for computing value of option) mcpriceeurope.rpf
Organizes error bands for IRF’s based upon MC results mcprocessirf.src
Does Monte Carlo draws from a VAR to generate IRF’s mcvardodraws.src
Mean group estimator for panel data meangroup.src
Does Mean Excess Return plots meplot.src
Computes and graphs a spectrum using Maximum Entropy Method mesa.src
Implements the monthly version of the “HEGY” tests mhegy.src
Replicates Michael-Nobay-Peel ESTAR models michaelnobaypeeljpe1997.zip
Demonstrates logit and probit models (use DDV instruction instead) miscprob.prg
Mixed estimation of a single equation mixed.src
Demonstrated estimation of a simple mixture model mixture.rpf
Mixed estimation of an equation with a Bayesian prior mixvar.src
Replicates Morley-Nelson-Zivot state space decomposition mnz_restat_2003.zip
Function returning the companion matrix for a dynamic model modelcompanion.src
Function returning a lag matrix from a dynamic model modellagmatrix.src
Finds critical windows and number of modes by KERNEL looping. modes.src
Demonstrates Monte Carlo analysis of a test statistic montearch.rpf
Demonstrates Monte Carlo Impulse Response to exogenous variable monteexogvar.rpf
Demonstrates Monte Carlo Impulse Response for a structural near-VAR montenearsvar.rpf
Demonstrates Monte Carlo Impulse Responses for a Near-VAR montesur.rpf
Demonstrates MC for overidentified SVARs (importance sampling) montesvar.rpf
Demonstrates Monte Carlo Impulse Responses for a standard VAR montevar.rpf
Monte Carlo Integration of VAR Impulse Response confidence bands montevar.src
Replicates Mountford and Uhlig JAE 2009 sign-constrained VAR mountforduhligjae2009.zip
Markov switching procedures for EM estimation msemsetupstd.src
Markov switching linear regression procedures msregression.src
Markov switching general support procedures mssetup.src
Markov switching linear systems regression procedures mssysregression.src
Markov switching VAR setup procedures msvarsetup.src
Multiple structural change analysis per Bai-Perron multiplebreaks.src
Multivariate test for ARCH mvarchtest.src
Multivariate Beveridge-Nelson decomposition via a VAR mvbndecomp.src
Multivariate GARCH forecasting mvgarchfore.src
Extracts a VECH representation from GARCH estimates mvgarchtovech.src
Creates a Tiao-Box cross correlation matrix mvident.src
Multivariate Jarque-Bera normality test mvjb.src
Multivariate Kalman filtering, superseded by DLM command mvkfiltr.src
Hosking’s Multivariate Q statistic mvqstat.src
Generates dummies based upon NBER cycle dates nbercycles.src
Demonstrates use of neural networks neural.rpf
Demonstrates non-linear least squares nlls.rpf
Demonstrates various techniques for maximum likelihood nonlinear.rpf
Doornik and Hansen test for normality normtest.src
Demonstrates non-parametric regression npreg.rpf
Computes observable index model from Sargent-Sims(1977) observableindex.rpf
Computes Hodrick standard errors olshodrick.src
Demonstrates user-defined menus olsmenu.rpf
Demonstrates analysis of time-series breaks in a linear regression onebreak.rpf
Replicates Ozbek and Ozlale state space model with time-varying coefficients ozbekozlale_jedc_2005.zip
Generates coefficients for an AR from input covariances pacf2ar.src
Panel data unit root/cointegration testing procedure (Pedroni tests) pancoint.src
Demonstrates basic panel data techniques panel.rpf
Demonstrates Granger causality test with heterogeneous panel panelcause.rpf
Panel data group mean DOLS paneldols.src
Panel data group mean FMOLS panelfm.src
Spatial Correlation Consistent covariance matrix from panel data panelscc.src
Does analysis of up to two threshold breaks in a fixed effects panel model panelthresh.src
Replicates Papell and Prodan one and two break unit root tests papellprodan_jmcb2006.zip
Demonstrates estimation of polynomial distributed lags pdl.rpf
Polynomial Distributed Lags regression pdl.src
Polynomial Distributed Lags regression pdlreg.src
Helps select a PDL model via AIC and BIC criteria pdlselec.src
Replicates Pedroni JAE 2007 paper using panel cointegration pedroni_jae2007.zip
Replicates Pedroni PPP tests on panel data pedronirestat2001.zip
Perron unit root test allowing for one-time change in slope, level perron.src
Various Perron unit root tests for series with time breaks perron97.src
Compute various unit root tests with breaks perronbreaks.src
Compute various Perron-Ng “M” unit root tests perronngmtests.src
Perron-Rodriguez unit root test allowing for break at unknown data perronrodriguez.src
Replicates Perron-Wada state space model perronwada_jme_2009.zip
Sum of coefficients of a MA representation for a series persist.src
Replicates Pesaran, Shin and Smith, pooled mean group panel data pesaranshinsmithjasa.zip
Phillips-Hannan Efficient estimator for multivariate regressions phillipshannan.src
Multiplying lag polynomial coefficients polymult.src
Demonstrates calculation of optimal portfolios portfolio.rpf
Phillips-Ouliaris-Hansen test for Cointegration potest.src
Phillips-Ouliaris-Hansen test for Cointegration on 1st stage residuals potestresids.src
Phillips-Perron Unit Root test ppunit.src
Procedure for extracting principal components princomp.src
Principal components-based factor analysis prinfactors.src
Predicted probabilities for conditional logit model prjconditional.src
Predicted probabilities for multinomial logit model prjmultinomial.src
Predictions and marginal effects for Poisson count model prjpoisson.src
Demonstrates logit and probit models probit.rpf
More efficient alternative to built-in %PSDINIT function psdinitcx.src
Graphs a Q plot against a hypothesized distribution qplot.src
Demonstrates quadratic programming qprog.rpf
Simple example of Q, QQ, and P Plots qqplot.prg
Replicates Quah and Vahey core inflation estimation quahvaheyej1995.zip
Does factor rotation using quartimax criterion quartimax.src
Demonstrates sample randomization techniques randomize.rpf
Random draw from a distribution approximated across grid of points rangrid.src
Random draws from a mixture of Normals ranmixture.src
Random draws from a truncated Normal (procedure) rannormaltrunc.src
Random draws from a truncated Normal (function) rantruncate.src
Updating rectangular matrices via RAS method ras.zip
Regression post-processing, fancy graph of actual/fitted/resids regactfit.src
Displays an analysis of variance table from most recent regression reganova.src
Demonstrates estimation of a RegARIMA model (regression with ARIMA errors) regarima.rpf
Displays a table of confidence intervals from most recent regression regconfidence.src
Computes and graphs autocorrelations from residuals regcorrs.src
Computes information criteria for most recent regression regcrits.src
Computes the exact significance level for the Durbin-Watson regexactdw.src
Performs structural break test with bootstrapped p-values reghbreak.src
Computes partial correlations between the regressors and dep var. regpartcorr.src
Panel-corrected standard error calculation regpcse.src
Regression post-processing, computes recursive resids, does tests regrecursive.src
Performs Ramsey RESET test on regression regreset.src
Performs a test for linearity vs nonlinear in the form of smooth transition regstrtest.src
Creates a TeX equation from the most recent regression regtotex.src
Performs a CART (Classification and Regression Trees) analysis regtree.src
Performs White neural network test on regression regwhitenntest.src
Performs White heteroscedasticity test on regression regwhitetest.src
Performs Wu (or Durbin-Wu-Hausman) specification test on regression regwutest.src
Panel data probit model with random effects reprobit.rpf
Performs a Regression Error Specification Test (RESET) reset.src
Semiparametric fractional differencing parameter estimation rgse.src
Riskmetrics-style time varying correlations and volatilities riskmtrc.src
Computes and graphs recursive coefficient estimates rlinreg.src
Demonstrates calculation of an arranged autoregression rls.prg
Demonstrates robust estimation techniques in a linear model robust.rpf
Robust LM test for orthogonality of residuals and input series robustlmtest.src
Demonstrates a testing procedure for STAR robust to outliers robuststar.rpf
Computes rolling regressions for least squares rollreg.src
Computes the complex roots of an input polynomial roots.src
Computes a Goldfeld-Quandt test on recursive residuals rrgqtest.src
R/S Statistic (classical or Lo’s modified) rsstatistic.src
Computes a run test for a two-state series runtest.src
Menu-driven ARIMA identification, estimation, forecasting sarima.src
Creates the matrices for the seasonal component of a DLM seasonaldlm.src
Demonstrates tests for serial correlation sctest.rpf
Demonstrates Shiller smoothness prior for polynomial DL shiller.rpf
Demonstrates Shiller smoothness prior for polynomial DL by Gibbs sampling shillergibbs.rpf
Factor covariance matrix with short and long run restrictions shortandlong.src
Demonstrates use of short-and-long run constraints with a VECM shortandlongvecm.rpf
Demonstrates solution of a DSGE, producing impulse responses and simulations simplerbc.rpf
Replicates Sims and Zha(1999) “Error Bands for Impulse Responses” simszhaecm1999.zip
Demonstrates add-factoring in a simultaneous equations model simuladd.rpf
Demonstrates estimation techniques in a simultaneous equations model simulest.rpf
Demonstrates forecasts for a simultaneous equations model simulfore.rpf
Demonstrates calculation of multipliers in a simultaneous equations model simulmult.rpf
Demonstrates forecast statistics in a simultaneous equations model simultheil.rpf
Replicates Sinclair(2009) bivariate state-space model sinclairjmcb2009.zip
Replicates Skalin and Terasvirta(1999) STAR models and causality tests skalin_terasvirta_jae1999.zip
Calculates spectral density matrix at zero (long-run covariance) specdens.src
Demonstrates forecasting using spectral techniques specfore.rpf
Forecasting using spectral techniques specfore.src
Computes theoretical ARMA spectrum specth.src
Demonstrates estimation of a spectral density spectrum.rpf
Computes/graphs spectral density spectrum.src
Demonstrates multiple graphs per page spgraph.rpf
Produces an NxN matrix of SCATTER plots splom.src
Computes various “Schmidt-Phillips” tests (TAU) for a unit roots spunit.src
Multivariate spectral density of a state space model ssmspectrum.src
Computes posterior distributions for a VAR with prior on steady state ssvar.src
Perfoms Hansen’s stability test for OLS stabtest.src
Performs a standard battery of specification tests for a state space model stampdiags.src
Test for linearity vs. LSTAR or ESTAR startest.src
Backwards stepwise reduction of a probit model stepprobit.src
Stock-Watson and Dickey-Fuller Unit Root Tests stockwat.src
Computes structural residuals from standard residuals structresids.src
Demonstrates estimation of a SUR model sur.rpf
Seasonal Unit Root Testing surgat.src
Sets up Gibbs sampler for SUR model surgibbssetup.src
Demonstrates estimation of a stochastic volatility model sv.rpf
Procedure for estimating the parameters for a structural VAR svar.src
Demonstrates GLS matrix weighted estimator for a panel data set swamy.rpf
Computes a GLS matrix weighted estimator for a panel data set swamy.src
Demonstrates Markov Switching ARCH swarch.rpf
Estimates cointegrating vectors using dynamic OLS swdols.src
ML estimate of switch point in Goldfeld-Quandt model switch.src
Tests cointegration rank using common trends analysis swtrends.src
Estimates a threshold autoregression, tests for threshold effect tar.src
Demonstrates tests for and estimation of a STAR model tarmodels.rpf
Replicates Terasvirta’s 1994 STAR model results terasvirtajasa1994.zip
Hansen’s Test for Threshold Break threshtest.src
Provides a procedure for doing table lookups tlookup.src
Demonstrates tobit and other limited dependent variable techniques tobit.rpf
Triples test for asymmetry triples.src
Replicates Tsay’s 1998 multivariate threshold results tsayjasa1998.zip
Tsay test for neglected non-linearities tsaynltest.src
Tsay arranged regression test for threshold autoregression (TAR) tsaytest.src
Tse test for constant correlation in MV-GARCH model tsecctest.src
Replicates Tse’s constant correlation GARCH test results tsejoe2000.zip
Time-varying VAR setup routine tvarset.src
Demonstrates time-varying coefficient estimation in a VAR tvarying.rpf
Forecast errors for a univariate model uforeerrors.src
Computes criteria for Uhlig sign-restricted shocks uhligfuncs.src
Replicates Uhlig’s VAR identification technique uhligjme2005.zip
Computes required parameters for uniform distribution uniformparms.src
Demonstrates probit/logit models union.rpf
Extracts unique values from a series uniquevalues.src
Demonstrates various unit root tests unitroot.rpf
One of several variations on D-F/P-P unit root tests unitroot.src
Demonstrates various unit root tests allowing for breaks unitrootbreak.rpf
Augmented Dickey-Fuller unit root tests, with AIC and BIC searches uradf.src
Does automated classification of series by unit root properties urauto.src
Sargan-Bhargava unit root test ursb.src
One of several variations on D-F unit root tests urtt.src
One of several variations on P-P unit root tests urttopp.src
Sophisticated menu-driven procedure for working with VARs var.src
Sets up a parallel system for bootstrapping a VAR varbootsetup.src
Does a direct calculation of a simple OLS VAR varcalc.src
Demonstrates block causality tests in a VAR varcause.rpf
Minimum FPE representation for the equations in a VAR varfpe.src
Computes a state space representation to its implied VAR varfromdlm.src
Does factor rotation using varimax criterion varimax.src
Organizes graphs of Impulse responses for an estimated VAR varirf.src
Computes the covariance matrix of an IRF using the delta method varirfdelta.src
Demonstrates lag length selection techniques in a VAR varlag.rpf
Computes the sums of the VAR lag coefficients. varlagmd.src
Selects lag length for a VAR model varlagselect.src
Routines for analyzing a VARMA using DLM varmadlm.src
Multivariate spectral density of a Vector Autoregression varspectrum.src
Demonstrates a Nyblom fluctuations test applied to a VAR varstability.rpf
Procedure for computing IRFs and FEVD for structural VARs vma.src
Variance ratio unit root test procedure vratio.src
Replicates Watson’s measure of fit results, demonstrates DGSE watsonjpe1993.zip
Heteroscedasticity-robust serial correlation test westchotest.src
Replicates West and Cho(1995) analysis of GARCH models west_cho_joe1995.zip
Computes fractiles of a set of sample values with weights wfractil.src
Implements White’s 1980 test for heteroscedasticity white.src
Implements Whittle test for independence of state sequences whittletest.src
Replicates Willinger, Taqqu, Teverovsky(1999) willingertaqteverfs1999.zip
Replicates Wright’s Alternative Variance Ratio test results wrightjbes2000.zip
Wu specification test on instrumental variables regression wutest.src
Computes Information Criteria for AR models using Yule-Walker yulelags.src
Estimates a VAR on stationary data using Yule-Walker Equations yulevar.src
Zivot-Andrews Unit Root Test zivot.src

.

دانلود نرم افزار رتس (WINRATS pro 8):


download

دانلود نرم افزار کرک شده WINRATS pro 8

پسورد: economya.ir


[box type=”info” radius=”5″]

Winrats Pro 10.0 منتشر شد. برای تهیه Winrats Pro 10.0 می توانید به این لینک مراجعه نمایید.

[/box]


[box type=”info” radius=”5″]

سایر نرم افزارهای تخصصی اقتصاد در “اقتصادی‌ها”

[/box]

رفع اشکال/ گزارش خرابی لینک  گزارش ارائه نسخه جدید

3 دیدگاه‌ها

    • سلام
      می توانید فایل های افزونه را در داخل پوشه WinRATS 8 که در مسیر جاری برنامه قرار دارد کپی کنید و سپس با استفاده از دستور Source EsmeAfzoone از افزونه استفاده کنید.
      روش دوم این است که هنگام استفاده از دستوز Source در برنامه برای معرفی کردن افزونه، مسیری را معرفی کنید که فایل های افزونه در آن قرار دارد.

ارسال یک پاسخ

لطفا دیدگاه خود را وارد کنید!
لطفا نام خود را در اینجا وارد کنید