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Econometrics software available for the UCSC Economics Department

This document presents a brief overview of the following econometrics/mathematics/statistics software packages available in the UCSC Economics department. In addition 2 TeX packages and a program to convert data are available. Use of this software is limited to members of the Economics department. In some cases, our software licenses are strictly limited for classroom/instructional use only, research use is prohibited. In these cases faculty, lecturers and visitors conducting research must obtain their own separate license.

All software is available from PCs within the Economics department. In most cases, the software is installed on the PC itself, and no network connection or login to the department server, barter, is necessary. In other cases, the software is installed on barter, and a network connection and barter login is required.

Shortcuts for all software have been placed in a folder named 'Applications'. There should be a shortcut to the Applications folder on the desktop. If the software is only installed on barter, the label for the software's icon will list (winapps on barter). In these cases, use 'My Network Places' to log into \\barter\winapps with your barter account name and password, and then run the program.

Software manuals are kept in the grad student's mail room (room 410). There is a signout sheet if you wish to take a manual back to your office. Software manuals should not be removed from the department.


Stata | EViews | RATS | TSP | MatLab | R | SAS | Gauss | LimDep | Maple

TexNiC | MikTeX | SciWord | StatTrans

STATA

Stata is an interactive data analysis program which runs on a variety of platforms. The most current release, Intercooled Stata 9.1, is available on barter from all the computers in faculty and graduate student offices. Stata can be used to enter and interactively edit data, for both simple and complex statistical analysis. Commands can be executed one at a time from the Stata prompt, or groups of commands can be entered into ado-files which can then be executed all at once.

Stata is one of the programs which is installed in Barter's 'winapps' folder (\\barter.ucsc.edu\winapps). It is not installed on the PC's hard disk, so it's necessary to log on to barter to use the program. Use 'My Network Places' to connect to \\barter\winapps (you will need your barter login and password), then select the Stata 9 icon in the Applications folder, or click the icon in the Stata9 folder for the executable file ( \\barter\winapps\Stata9\wstata.exe). The department's Stata license is for classroom use only. Research use is prohibited.

Individual licenses may be purchased at a reduced price through the Stata/UCSC Method 3 Grad Plan. Contact Dave Carlson for details.

For more information visit Stata's website.

Some useful Stata Links:

EVIEWS

EViews is a user friendly program that does not require the user to memorize command syntax. It uses an object-oriented user interface.

Main Features:

    Basic descriptive statistics are easily computed over an entire sample, by a categorization based on one or more variables, or by cross-section or period in panel or pooled data. Trends from time series data can be computed using the Hodrick-Prescott filter.
  • EViews includes a wide range of single and multiple equation estimation techniques for both time series and cross section data.
  • EViews can estimate the path of the variance using a wide variety of Autoregressive Conditional Heteroskedasticity (ARCH) models.
  • GMM estimation for both cross-section and time series data (single and multiple equation) is supported.
  • Vector Autoregression and Vector Error Correction models can be easily estimated by EViews.
  • A wide variety of tools are designed to facilitate working with panel or pooled/time series-cross section data.

EViews 5.1 is installed in Barter's 'winapps' folder (\\barter.ucsc.edu\winapps). Log on to barter to use the program. Use 'My Network Places' to connect to \\barter\winapps, then select the EViews 5 icon in the Applications folder, or click the icon in the EViews5 folder for the executable file ( \\barter\winapps\eviews5\Eviews5.exe).

For more information visit the EViews website. Students may purchase a student version of EViews 4.1 at a reduced price (this version does not have the full capabilities of EViews 5.

EViews Support webpage
See a webpage with many useful EViews references

RATS

RATS (Regression Analysis of Time Series) is a fast, efficient, and comprehensive time series analysis and econometrics software package. The Windows version features an interactive editor that allows you to create, test, and run RATS programs; view, save, and print text and graphs; access on-line help; and much more.The editor also includes menu-driven Wizards for many tasks, including reading in data, running regressions, doing hypothesis tests, graphing results, and more.

CATS, an add-on for RATS, is a suite of procedures written in the RATS language that implement the Johansen-Juselius cointegration analysis testing and estimation methodology.

Our current version of RATS is 6.10. The CATS add-on is installed for RATS.

WinRATS is installed in Barter's 'winapps' folder (\\barter.ucsc.edu\winapps). Log on to barter to use the program. Use 'My Network Places' to connect to \\barter\winapps, then select the WinRATS icon in the Applications folder, or click the icon in the WinRATS6 folder for the executable file ( \\barter\winapps\winrats6\rats32s.exe).

For more information visit the RATS website, or their FAQ's

TSP

TSP is a complete language for the estimation and simulation of econometric models. TSP stands for "Time Series Processor" although it is also commonly used with cross section and panel data. TSP 5.0 is available on all the computers in the faculty and graduate student offices. It is not necessary to log on to barter to use TSP.

Main Features:

  • Easy-to-use free format command and data input.
  • All the standard econometric estimation methods, such as OLS, instrumental variables, LIML, nonlinear systems, generalized methods of moments, FIML can be undertaken.
  • Maximum likelihood for qualitative dependent variable models, ARIMA, Kalman filter, ARCH, and other time series techniques can be used.
  • Extensive diagnostics and testing facilities.
  • Flexible data transformation with many built-in functions and matrix algebra.
  • Offers a choice between interactive use and full programming language for econometric methods development.

See various TSP tutorials:

For more information visit TSP International or their FAQ page.

MATLAB

MatLab is a high-level technical computing language and interactive environment for algorithm development, data visualization, data analysis, and numerical computation. Using MATLAB, you can solve technical computing problems faster than with traditional programming languages, such as C, C++, and Fortran. Our current version is 7.1 (with Simulink 6.3) (aka release 14, sp 3).

MatLab is available on all the computers in the faculty and graduate student offices. It is not necessary to log on to barter to use MatLab.

Our MatLab license is for classroom use only. Research use is prohibited.

Main Features:

  • High-level language for technical computing
  • Development environment for managing code, files, and data
  • Interactive tools for iterative exploration, design, and problem solving
  • Mathematical functions for linear algebra, statistics, Fourier analysis, filtering, optimization, and numerical integration
  • 2-D and 3-D graphics functions for visualizing data
  • Tools for building custom graphical user interfaces
  • Functions for integrating MATLAB based algorithms with external applications and languages, such as C, C++, Fortran, Java, COM, and Microsoft Excel

Matlab may be accessed by clicking on the Matlab icon on the desktop of the computers in the graduate student offices.

See various MatLab tutorials:

For more information visit Mathworks or their support website.

SAS

SAS is an extremely powerful and full featured program and can handle easily extremely large datasets. While earlier versions of SAS required the user to have detailed knowledge of SAS programming syntax, the current version is much more user friendly. The current version of SAS has a substantially enhanced windows-driven interface that allows the user to point and click your way through many tasks that previously required knowledge of SAS programming. Our current version is 9.12.

SAS is available on all the computers in the faculty and graduate student offices. It is not necessary to log on to barter to use SAS.

Unix users may also access SAS on barter. This is the UNIX version of SAS and does not offer a GUI interface. Programs are written and then submitted in 'batch' mode. SAS data from Windows must be converted into Unix SAS data. Our data transfer program, StatTrans (available on all grad PCs), will do this (and many other) transformation. Users running huge datasets are encouraged to consider the greatly enhanced processing power of SAS on barter. We have version 8.2 of UNIX SAS on barter.

SAS maintains extensive online documentation on their website. Reach their technical support website. at http://support.sas.com/, where a technical support request may be submitted.

For more information visit SAS.

R

R is a language and environment for statistical computing and graphics. It is a GNU project which is similar to the S language and environment which was developed at Bell Laboratories (formerly AT&T, now Lucent Technologies) by John Chambers and colleagues. R can be considered as a different implementation of S. There are some important differences, but much code written for S runs unaltered under R.

R provides a wide variety of statistical (linear and nonlinear modeling, classical statistical tests, time-series analysis, classification, clustering, ...) and graphical techniques, and is highly extensible. The S language is often the vehicle of choice for research in statistical methodology, and R provides an Open Source route to participation in that activity.

R is an integrated suite of software facilities for data manipulation, calculation and graphical display. It includes

  • an effective data handling and storage facility
  • a suite of operators for calculations on arrays, in particular matrices,
  • a large, coherent, integrated collection of intermediate tools for data analysis,
  • graphical facilities for data analysis and display either on-screen or on hardcopy,
  • a well-developed, simple and effective programming language
  • which includes conditionals, loops, user-defined recursive functions and input and output facilities.

R is available on all the computers in the faculty and graduate student offices. It is not necessary to log on to barter to use R.

The R manual is available for download on their website

  • Another manual from Univ. Minnesota
  • Beginning tutorial from Illinois State Univ
  • GAUSS

    GAUSS is a programming language designed to operate with and on matrices. It is a general purpose tool.On a spectrum which runs from the computer language C at one end to menu-driven econometric programs like EViews at the other, GAUSS is very much at the programming end.

    Main Features:

    • GAUSS is appropriate for a wider range of applications than standard econometric packages because it is a general programming language.
    • GAUSS operates directly on matrices. This makes it more useful for economists than standard programming languages where the basic data units are all scalars.
    • GAUSS programs and functions are all available to the user, and so the user is able to change them. If you dislike a Heteroskedasticity test in a commercially produced package, you may be able to write a new routine and replace the old procedure with your own.
    • Similarly, if data is held in a non-standard format, you may write your own routine to access it.
    • GAUSS is extremely powerful for matrix manipulation. It is also fast and efficient.

    Gauss is available on all the computers in the faculty and graduate student offices. It is not necessary to log on to barter to use Gauss. Our current version is 3.2.38. We have 3 toolboxes for Gauss:

    • Constrained Maximum Likelihood 1.0.41
    • Constrained Optimization 2.0.6
    • Time Series 3.1.14

    For more information visit Gauss or their FAQ page.

    Some useful Gauss Links:

    LIMDEP

    LIMDEP is an integrated program for estimation and analysis of linear and nonlinear models, with cross section, time series and panel data. The main feature is a suite of more than 100 built-in estimators for all forms of the linear regression model, and stochastic frontier, discrete choice and limited dependent variable models, including models for binary, censored, truncated, survival, count, discrete and continuous variables and a variety of sample selection models.

    Our current version of LIMDEP is 7. Limdep is available on all the computers in the faculty and graduate student offices. It is not necessary to log on to barter to use LimDep.

    View an interactive Limdep tutorial presentation.

    For more information visit the Limdep website. or their support page.

    MAPLE

    Maple is a complete mathematical problem-solving environment that supports a wide variety of mathematical operations such as numerical analysis, symbolic algebra, and graphics. It can also be used to solve problems involving calculus, precalculus, Differential equations (ODEs, PDEs), Linear algebra and high performance matrix computation. Our current version is 9.03.

    Maple is available on all the computers in the faculty and graduate student offices. It is not necessary to log on to barter to use Maple.

    See a introductory website on Maple from Univ. of Texas, or the Univ. of Illinois.

    For more information visit Maple or their FAQ page.

    MIKTEX

    MiKTeX is an open-source, up-to-date implementation of the TeX typesetting system and related programs for Windows (all current versions).

    MiKTeXs main features include:

    • easy to install
    • complete: 1108 packages (fonts, macros, ...) are included
    • living: the package repository is updated periodically (last update: Nov 24, 2005)
    • easy package management: missing packages can be installed automatically; a wizard helps you to keep your MiKTeX system up-to-date
    • fast previewing: the TeX output viewer Yap allows for an optimized edit-compile-view cycle (if the TeX authoring system in use supports source specials)

    The MiKTeX distribution consists of the following components:

    • TeX: the classic TeX compiler
    • pdfTeX, e-TeX, pdf-e-TeX, Omega, e-Omega, NTS: various TeX variants
    • Dvipdfm/Dvipdfmx: converts TeX output into PDF documents
    • MetaPost: converts picture specifications into PostScript commands
    • a complete set of macro packages and fonts (e.g., ConTeXt, LaTeX, ...)
    • Yap: a viewer for TeX output
    • TeXify: a TeX compiler driver
    • MiKTeX Options: assists in configuring MiKTeX
    • Lots of utilities: tools for the creation of bibliographies & indexes, PostScript utilities, and more.

    TEXNIC

    TeXNiC is an Integrated Development Environment (IDE) for writing TeX/LaTeX-documents on Microsoft Windows platforms. It provides a lot of enhanced features like structure parsing, project management, syntax highlighting, etc. It is used as a 'front-end' for MiKTeX.

    The most important features include:

    • Project orientated, integrated development environment for LaTeX-documents
    • Definition of unlimited "output profiles" (i.e. "LaTeX => DVI", "LaTeX => PostScript", "LaTeX => PDF")
    • Features of the Editor include:
      • Syntax highlighting
      • Dynamic word wrapping (you don't need to scroll horizontally)
      • Integrated spell checker, including realtime spell checking (checks while you are typing)
      • Highlighting of parenthesis
      • Unlimited undo and redo
      • Bookmarks
      • "Go to last change"
      • Incremental search
      • Find, find and replace
      • Fully customizable
    • Structure View:
      • Clear, document orientated tree view of the whole document structure
      • Displays headers, floating figures and tables, equations and a lot more
      • Supports file inclusion via input and include
      • Simple navigation by double clicking on an item
      • Simple referencing by inserting references with an item's context menu
      • Quickly updated by simply saving one or all files
    • LaTeX-support:
      • Simple insertion of LaTeX-constructs by menu or toolbar
      • Compilation of the project in the IDE - simple jumping to errors, warnings and bad boxes.
      • Support for forward and inverse search, together with viewers, which are supporting these features (i.e. YAP).
    • Support for document templates and wizards
    • Full customizable menu and toolbars in modern and skinable look and feel
    • Support for English and German language - other translations can be created by users
    • Distributed as open source software under the terms of the GNU General Public License (GPL) and consequently available for free.

    TeXNic is available on all the computers in the faculty and graduate student offices. It may be accessed by clicking on the TexNic icon in the Applications folder.

    See the TeXNiC Center FAQ page.

    SCIENTIFIC WORD

    Scientific Word is used to compose mathematical, scientific, and technical documents at the keyboard using natural mathematical notation. Choose whether to publish your document on the Web using HTML or PDF or print it with or without LaTeX typesetting.

    The Economics Department has licenses for an older version (3.51) of Scientific Word. The software is installed on one PC in each of the 2nd-5th year PhD offices. At this point, there is no plan to obtain further updates of Scientific Word.

    STATTRANS

    StatTrans is used to convert data from one software package to another. Supported packages include Excel, MatLab, SAS (including unix SAS to windows SAS), Access, Gauss, LimDep, Stata, SPSS, S-Plus and others.

    Conversions are done with menus. Choose the dataset to be converted, choose the software type of the data (e.g., Stata), then choose the desired output type of the data (e.g., Excel).

    StatTrans may be accessed by clicking on the StatTrans icon in the Applications folder of the computers in the graduate student offices.

    See the StatTrans FAQ page.