[R-sig-finance] VAR, VECM, Kalman,... non-R software recomme
Whit.Armstrong at tudor.com
Tue Aug 24 15:37:30 CEST 2004
We use eviews extensively here. We run four of our fx models in eviews.
Its greatest drawback is that it has no debugging utilities. If you plan to
use only builtin features it should work fine, but if you plan on writing
your own subroutines, then you will find that it is very cumbersome to use.
I have no experience w/ Rats so I can't offer any insights there.
> -----Original Message-----
> From: r-sig-finance-bounces at stat.math.ethz.ch
> [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of
> Dirk Eddelbuettel
> Sent: Tuesday, August 24, 2004 9:30 AM
> To: Pfaff, Bernhard
> Cc: R-sig-finance at stat.math.ethz.ch
> Subject: Re: [R-sig-finance] VAR, VECM, Kalman,... non-R
> software recomme ndations?
> 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?
> Those are my principles, and if you don't like them... well,
> I have others.
> -- Groucho Marx
> R-sig-finance at stat.math.ethz.ch mailing list
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