The RATS Software Forum

Dear Tom thank you for the quick reply. I was completely wrong thank you for correcting me. But I still have two questions: Question 1: I changed the colour definitions in the file colour.txt to LINE_COLOR_1=0,00FF00,1 LINE_COLOR_2=0,FF0000,1 The first line should be green and the second red. But wh...

Dear Tom, I tried to adjust the layout of line graphs using stylesheets, but unfortunately the graph is unaffected despite importing styles. I use the graphfoecast.prg example * before style definition graph(header="Forecasts of Japanese IP",grid=t==2006:12) 2 # jpniptotrs 2004:1 2006:12 #...

Dear Tom, I thank you for the quick and helpfull answers. It works. I wanted to ask how rats is able to know over which series to loop. For example in stata I define a suffix "_i" to "_k" and I tell stata to loop over all series i to k. How does rats know, which series are includ...

Dear Tom, I try to use rats to produce graphics, which I used to produce in excel. I have two questions: 1. I saw in the user guide that I have to store and to load a text file in order to adjust the thickness and symbols of line graphs. Is there a possibility to adjust the line thickness directly i...

Dear Tom,
is there a way to control the exact size of each graph in an spgraph enviroment. Let's say I have one graph in levels, the graph below should be just half the size of the upper graph.
Can I controll the size directly?

Thanks a lot!

Dear Tom, I have a couple of series where I stored teststatistics over a rolling window. I do want to compute the share of entries where the value is below 0.1. I would like to loop over series claw1uipuk to claw24uipuk and store the computed share in the vector vcw. The sstats command for a single ...

Deat Tom, thanks a lot for the help last time. Now I search for a way to automatically attach a number to the name of an integer. I have the following procedure, where I want to compute the mean for different periods and store this mean in integer a. To prevent that a is overwritten within the loop ...

Dear Tom, I do want to implement a loop in a procedure which expands the estimation period by one month. This is the simple procedure: procedure taymodel series1 series2 series3 series4 series5 ibegin iend type series series1 series2 series3 series4 series5 type int ibegin iend do iend = firstob,ien...

Dear Tom, Thanks a lot for the response. I would like to calculate the RMSE manually, but the Theils U ratio from my own calculation differs to those from the Theil instruction. And I simply can not find the error in my calculation for the RMSE. In the upper part of the code, I calculate the out of ...

Hello, I programmed an out of sample prediction. I wanted to check my results afterwrds using Theil. But somehow the results differ and I am not exactly sure how to use theil. My initial in-sample period is from 1975:01 to 1984:12. Afterwards the regression coefficients are updated by a rolling regr...

Dear all, I am trying to replicate Meese and Rogoff (1983) "Empirical exchange rate models of the seventies Do they fit out of sample ?" Journal of international Economics 14 Therefore I would like to perform an out of sample forecasting analysis to compare the forecast generated from stru...

Dear Tom, thanks a lot for the help. The task of my empirical work is a blanchard quah decomposition. The variables are I(1) in levels, therefore I have to estimate the VAR in first differences. But I'm interrested on the effect on the level of the variables. When I'm using Errors instruction it com...

Hello, I am trying to program a forecast error variance decomposition of a VAR. I am using the bootstrap algorithm to compute standard errors for the explanation shares of the various shocks. After accumulating the impulses I need to take squares. But I found the following strange error inside my pr...