WinRATS 8.0

WinRATS is the Windows edition of the RATS (Regression Analysis of Time Series) econometrics and statistics package, designed for rigorous modeling, forecasting, and data analysis. It combines an intuitive graphical interface with a powerful scripting language to support reproducible research, automation, and large-scale batch processing. WinRATS handles time-series, cross-sectional, and panel data, making it a solid choice for academic researchers, financial analysts, and policy institutions.

Key capabilities:

• Estimation methods: OLS/GLS, instrumental variables (2SLS/3SLS), GMM, and maximum likelihood
• Time-series modeling: ARIMA/ARFIMA, VAR/VECM with cointegration, impulse responses, and variance decompositions
• Volatility and risk: ARCH/GARCH family (including popular variants) and related diagnostics
• State-space tools: Kalman filter/smoother and flexible state-space modeling
• Bayesian analysis: Bayesian VARs and MCMC-based estimation
• Regime changes and structural analysis: Markov-switching models, break tests, and structural identification
• Forecasting and simulation: point and density forecasts, bootstrapping, and Monte Carlo studies
• Data and workflow: robust handling of dated data, missing values, and publication-quality graphs, with extensive examples and documentation

Overall, WinRATS provides a mature, reliable environment for building and evaluating econometric models with an emphasis on transparency, reproducibility, and performance on Windows.

WinRATS is developed by Estima and is used by 2 users of Software Informer. The most popular versions of this product among our users are: 6.0, 7.0, 7.2 and 8.0. The names of program executable files are RATS32S.EXE, Ratsd32s.exe, ratsv8_std.exe, Ratsw.exe and _25B026A7988A_4591_9D4D_ED43D6C0B5A9.exe. Works with src, lis and prg file types.