* Below are three sample routines for three different analyses using * RATS (OLS regression, seasonal adjustment for time series, and * cointegration). * Please note that some editing will be necessary to run these * examples properly. Refer to the comments in each section and adjust * the program accordingly. * Sample Program to run a regression in RATS calendar 1972 1 4 ; * The starting -year -period periodicity allocate 1987:2 ; * The date for the last observation open data uk.dat ; * The data file data(format=free,org=obs) / p1 p2 e12 i1 i2 doilp0 doilp1 set trend = t linreg p1 # constant i1 trend * Sample Program to run EZ-X11 calendar 1972 1 4 ; * The starting -year -period periodicity allocate 1987:2 ; * The date for the last observation open data uk.dat ; * The data file data(format=free,org=obs) / p1 p2 e12 i1 i2 doilp0 doilp1 x11(multiplicative,print=standard) p1 / adj_p1 * Sample Program to run CATS * GROUP 1 * calendar 1972 1 4 ; * The starting -year -period periodicity allocate 1987:2 ; * The date for the last observation open data uk.dat ; * The data file data(format=free,org=obs) / p1 p2 e12 i1 i2 doilp0 doilp1 set p1_p2 / = p1 - p2 ; * Two lines with data transformations set difp1 / = p1 - p1{1} * GROUP 2 * open copy uk.out ; * The output file * If you run RATS on DRACO or Cygnus, remove the asterisk from the following line: * source '/draco1/rats430/cats/catsmain.src' * If you are running RATS on Cobalt, remove the asterisk from the following line: * source '/usr/math-apps/rats/rats430/cats/catsmain.src' * If you are running RATS in Windows, remove the asterisk from the following line: * source c:\winrats\catsmain.src @cats(proc=I1,lags=2,dettrend=drift,season=4,dum) 1972:2 1987:2 # p1_p2 e12 difp1 i1 i2 # doilp0 doilp1