[R-sig-finance] VAR, VECM, Kalman, ... non-R software recomme ndations?

[Dirk Eddelbuettel]

Thanks to all for the continued feedback.  I am now leaning towards
Rats/Cats. I had used Rats a bit in grad school and have experienced its
idiosyncratic nature which may well drive me up the wall. But it is focussed
on what I need, and half the price of Stata.

One last question: Between Rats and Eviews, would anybody speak in favour of
Eviews?

Dirk

-- 
Those are my principles, and if you don't like them... well, I have others.
                                                -- Groucho Marx