RATS program to demonstrate historical decomposition

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Demonstrates calculation and graphing of the historical decomposition of the data using a VAR.

Language: RATS
Requires: RATS 8.00
Keywords: VAR; historical decomposition (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.estima.com/procs_perl/history.rpf (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00184

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