The RATS Software Forum

It's TSMODEL=RW1. This is what the help file says: MODEL=MULTIPLICATIVE,TSMODEL=RW is the proportional Denton method MODEL=LINEAR,TSMODEL=RW,MAINTAIN=SUM with no related series is a generalization of Boot, Feibes, Lisman(1967) "Further methods of derivation of quarterly figures from annual dat...

When I use the Denton and BFL instructions, I get the following error message for both: ## SX11. Identifier RW is Not Recognizable. Incorrect Option Field or Parameter Order? >>>>gregate(tsmodel=rw,<<<< The instructions are: @disaggregate(tsmodel=rw,model=multiplicative,factor=4,maintain=sum,estimat...

Thanks. I just got the latest version and tried it - it worked. Should have thought of this first.

Just tried again. The snippet I tried to run was: open data watsonaer.rat cal(m) 1947 data(format=rats) 1947:1 1990:12 ip fycp fspcomr * log ip @BryBoschan(print=all) ip 1947:1 1990:12 The error message in full: ## SX23. Expected Variable/Element of Type REAL, Got Expression Instead >>>>%valid(x)>>m...

I didn't make any changes to your example programmes and I'm using 9.2 so it's a mystery. I'll try again later and see what happens.

Using your example files, I got the following error message:

CP24. PROCEDURE/FUNCTION BRYBOSCHAN compiled with errors. Please correct

Hi

Just tried it. Works. Graph like fig 8.

Hi I just ran this and got this error message: ## SX11. Identifier SADF is Not Recognizable. Incorrect Option Field or Parameter Order? >>>># sadf<<<< Is it possible you meant BSADF If the name isn't mistyped, it's possible that you have a poorly formatted instruction Common errors are * a space bef...

You should forget that you ever heard about Toda-Yamamoto. It's just bad statistics. The "point" to it is that it is a test of something (though not really lack of causality) that has standard asymptotics. However, if you're bootstrapping anyway, there is no reason to bootstrap a substand...

You should forget that you ever heard about Toda-Yamamoto. It's just bad statistics. The "point" to it is that it is a test of something (though not really lack of causality) that has standard asymptotics. However, if you're bootstrapping anyway, there is no reason to bootstrap a substand...

Thanks for quick response. Worked perfectly.

I want to put a particular set of labels in a header. The labels are different from the variable names. Following the example on graphing impulse response functions in the user guide, I set up the following. compute varlabels=|| $ "Australia",$ "Canada",$ "France",$ &qu...

Hi All I did was follow the instructions in the user/reference guides and various example programmes and posts on this forum (including Tom's in this thread, which is identical with what I did initially before I applied his suggestion concerning the dmatrix). That'll be far more useful to you for le...

Thanks for you suggestion.

I used it and got convergence and the same estimates for the bs each time I estimated the model. The IRFs appeared implausible. I think that probably the model is inappropriate for the data (small country) I'm using.

Thanks. I'll try this when I get back to my computer (I'm using an iPad now). In the estimations I've done, some of parameters were very large.