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CATS Cointegration Analysis: Overview
Overview
Capabilities
New in CATS 2
Training
Platforms
CATS (Cointegration Analysis of Time Series) is a set of cointegration analysis procedures written by Jonathan G. Dennis, Katarina Juselius, Søren Johansen and Henrik Hansen of the University of Copenhagen for use with the RATS software. CATS was written .
CATS provides a wide variety of tools for analyzing your data and choosing and testing a cointegration model. The program is almost completely menu- and dialog-driven. You begin by running a short RATS program to define your data and load the CATS procedure. This adds several CATS menus to the RATS menu bar, and you perform your analysis by selecting operations from these menus. CATS will prompt you for any needed input. See CATS 2: A Closer Look for screen shots showing smoe of the menu operations.
See CATS 2.0 and Page 4 of our RATS Brochure PDF for more details on CATS 2.0.
What's Included?
The CATS 2.0 package includes the CATS procedure on CD and a completely revised 200-page manual describing the econometrics of the cointegrated VAR model and how to interpret the output. All features of the program are illustrated by a worked example. The manual also includes a technical appendix describing the mathematics of CATS. Sample data and set-up files for the illustrative examples are also included.
Requires RATS 6.2 or Later
Note that you must have a copy of the RATS software in order to use CATS. CATS 2.0 will work with Version 6.2 or later of RATS.
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