RATS 10.0版本主要更改的程序如下:

● CALENDAR现在允许不定期的输入日期来处理假日期间跳过条目的每日数据,同时保持对输入和输出使用日期的能力。数据指令有JULIAN选项,它从文件的日期列中提取该信息,而几个新函数将从方式编码的信息(例如文件中单独的year、month和day字段)中计算所需的信息。是,图形现在可以在日期不规则的图形上显示日期。


● 数据(格式)向导现在处理名称覆盖,如果文件上的名称不被rat(例如,带有空格的名称字段)允许,或者名称很长或含义模糊。Box-Jenkins(ARIMA)、ARCH/GARCH(单变量)和ARCH/GARCH(多变量)向导都被转换为使用选项卡来减少混乱。


● GARCH允许对多变量模型(而不仅仅是单变量)进行的DISTRIB=GED,并添加DCC和QBAR选项来控制DCC模型的二级递归。


● 错误、脉冲和历史,这些都需要线性模型来进行计算,如果这些模型是线性的(通常用于更写成FRML的恒等式),那么它们将接受带有FRML的模型。


● 历史有了新的基础和效果选项,这是一种更使用的方法,以获得分解的历史。


RATS Version 10.0

We're pleased to announce that version 10 of RATS is now available.With a new major version number,we do a revision of the documentation to incorporate the changes made since version 9,and to improve the presentation of the information to answer commonly asked questions.The new versions have substantially more clickable links,both within the manuals themselves,and also to the help on the web site,which now includes detailed descriptions of the most of the procedures. The main changes to the program with 10.0 vs 9.2 are shown below.(Changes that came in earlier are listed further down on the page). A list with all combined changes after 9.0 thyough 10.0 is provided in the help.


● CALENDAR now allows for irregular input dates to handle daily data with skipped entries for holidays while maintaining the ability to use dates on input and output.The DATA instruction has a JULIAN option which pulls that information from a date column on the file, while several new functions will compute the required information from information coded in other ways(such as separate year, moth and day fields on the file). In particular, GRAPH can now show dates on graphs with irregular dated data.


● The Date(Other Formats) Wizard now includes handling for name overrides if the name on the file isn't permitted by RATS(for instance, name fields with blanks) or is long or cryptic. The Box-Jenkins(ARIMA), ARCH/GARCH(Univariate) and ARCH/GARCH(Multivariate) Wizards have all been converted to use tabs to reduce clutter.


● GARCH allows DISTRIB=GED on multivariate models(not just univariate) and adds the DCC and QBAR options to control the secondary recursion for the DCC model.


● ERRORS, IMPULSE and HISTORY, which require fully linear models for their calculations, will now accept models with simple FRML's if those are in a\linear form (typically for identities wnich are easier to write as FRML's).


● HISTORY has new BASE and EFFECTS options which are an easier-to-use way to obtain the breakdown of the historical decomposition.




2018-12-04 07:27
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