CATS Cointegration Analysis: OverviewCATS (Cointegration Analysis of Time Series) is a set of cointegrationanalysis procedures written by Jonathan G. Dennis, Katarina Juselius,Søren Johansen and Henrik Hansen of the University of Copenhagen foruse with our RATS software. CATS was written .
CATS provides a wide variety of tools for analyzing your data andchoosing and testing a cointegration model. The program is almostcompletely menu- and dialog-driven. You begin by running a short RATSprogram to define your data and load the CATS procedure. This addsseveral CATS menus to the RATS menu bar, and you perform your analysisby selecting operations from these menus. CATS will prompt you for anyneeded 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.