Work with different information sources and organize a database of linear and non-linear least squares, forecasting information, SUR, and ARIMA models, GMM, ARCH, and GARCH models, state space models, etc. Modify and automatically sort data based on weekly, monthly and custom schedules.
RATS Standard is a comprehensive econometrics and time series analysis program. The program provides linear and non-linear least squares, forecasting, SUR and ARIMA models. It can handle time series of virtually any frequency, including daily and weekly, as well as panel and cross-section data.
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