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CATS Cointegration Analysis: Overview Overview 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? Requires RATS 6.2 or Later |
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