The RATS Software Forum

Hi, all: When graphing the impulse response, how to set a positive shock or negative shock? I have drawn the impulse responses before, it seems that the response of GDP to all monetary polices are rising in general, but the shock can be either positive or negative. Does the rats have the default val...

Hi, ALL: Here is my result, how do I fix this error? Responses to Shock in GDP Entry GDP DEFL CPI TRE NB FF 1 33.0953 5.045597 0.193753 5.764958 -96.329039 102.18495 2 -2505.4284 6.717433 8.611609 -22.418155 -71.270284 63.80917 3 -3654.0235 9.109147 17.657150 -26.267280 -22.909971 14.16557 4 -3505.4...

Because I want to draw a impulse reponse graph, but somehow I cannot. There is error, so I try to fix that error

Thanks for your response. I actually put some restrictions among the variables, which may cause the problems. Is there any way to fix this error?

Hi, everyone: I tried to draw the impulse response graph, but it always has some error in the code. I have 6 variables here. The following is the code and errors: set r1 1 13 = impulses(1,6)/impulses(1,1)(1) set r2 1 13 = impulses(2,6)/impulses(2,2)(1) set r3 1 13 = impulses(3,6)/impulses(3,3)(1) se...

Hi, all: I tried to used SBC to pick the best VAR model, but I found out that it seems does not work. SBC is the same for two different models with different G-form.Could anyone help me please? 1st Model: nonlin a b dec frml[rect] g_form frml g_form =||27.2689,0,0,0,0,0|-0.00903, 0.05923,0,0,0,0|-0....

When I use the sims-Bernanke Decompostion, I used 5 diferent economic model to impose different restrictions on G. In other words, I have 5 G forms, I want to see which one out of the 5 economic model is the best of all. What kind of test should be used ? And can RATS do this kind of test? Thanks. L...

Thanks, Tom. I got the covariance matrix of residuals, but it is not symmetric. Do u know why? Covariance\Correlation Matrix of Residuals GDP DEFL CPI TRE NB FF GDP 1178.69528926 -0.0777229638 -0.1259528757 0.0397703830 0.0529053912 0.0738442477 DEFL -0.24577718 0.00848365 0.1901143829 -0.0398532395...

Hi, all: what is the code for displaying residual matrix for VAR? I try to display the residual matrix for VAR, please see the following VAR code. Thanks! calendar 1959 1 4 allocate 2009:3 open data c:\users\lili\desktop\winrats\datas.xls data(for=xls,org=col) / GDP Defl CPI FF TRE NB SYSTEM(MODEL=...