第2章 Econometric packages for modelling financial data.ppt

Chapter 2
Econometric packages for modelling financial data
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常用的经济计量软件
EViews (Econometric Views)
RATS (Regression Analysis of Time Series)
SAS (Statistical Analysis System)
SPSS (Statistical Package for Social Science)
TSP (Time Series Processor)
GAUSS
LIMDEP
MATLAB
SHAZAM
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EViews
目前最流行的计量经济学软件。
主要功能
数据处理
绘图
统计分析
建模分析
预测
模拟
菜单驱动,操作简便、易学
广泛应用于经济、金融、保险、管理、商务等领域。
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RATS (Regression Analysis of Time Series) software package is a leading econometrics/time-series analysis software package used worldwide by economists and others for analyzing time series and cross sectional data, developing and estimating econometric models, forecasting, and much more.
RATS is a fast, efficient, prehensive time series analysis and econometrics software package. RATS makes simple tasks easy to plish, while mand-driven interface and extensive programmability also make it a very flexible and powerful tool for plex applications.
RATS Econometrics Software
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SPSS
SPSS has e a leader in predictive analytics technologies through bination mitment to innovation and dedication to customers. Throughout our history, we have produced predictive analytics software that enables our customers — corporations, academic institutions, healthcare providers, and government agencies — to better focus their operations.
Predictive analytics connect data to effective action by drawing reliable conclusions ab