The Automated Tests Menu

As the name implies, the Automated Tests menu provides access to several important tests, most of which CATS can perform with little or no input required from the user. Here's the menu:

Most of these are fairly self-explanatory. One major new feature is the CATSmining operation. The name is a twist on the phrase "data mining", implying an automated routine for analyzing data. In this case, the CATSmining routine can automatically identify and restrict the cointegrating space, given a user-specified cointegrating rank. You also have the option of supplying user-defined relations to be used in addition to those selected by the automatic procedure. The Settings operation gives you control of many aspects of the CATSmining process.

Finally, the Load Model operation allows you to load into memory a CATS model saved in a previous session (the ability to save and reload models is new in Version 2).

Next: The Misc Menu