The RATS Software Forum

Thanks Tom for your kind help.
Sam

Hi again, I also tried to use the log exp way to remove the real power but exp(%abs(lamda1)) or log(%abs(lamda1)) is not working with rats: compute a1 = (log(exp(alpha1*(%abs(lamda1))))) /(1.0+( log(exp(alpah1*(%abs(lamda1)))))) the error: Can't Find Match for EXP(MATRIX(REAL)). Closest Match is EXP...

Thanks Tom, I used both %sign and %abs and none seems to work with my code: In, compute a1 = ((%abs(lamda1))^alpha1)/(1.0+((%abs(lamda1))^alpha1)) I got the error: Can't Interpret MATRIX(REAL) ** or ^ REAL ## SX27. Illegal Combination of Data Types for Operation >>>>bs(lamda1))^alpha1)<<<< Thnks

Hi Tom, One more question: How can we deal with formulas that include the absolute value of variable with power (another coef) and frml with %abs : dec real a1 a2 alpha1 alpha2 sigma1 sigma2 lamda1 lamda2 compute alpha1 = 2.0 compute alpha2 = 2.0 compute sigma1 = sqrt(dyvar) compute sigma2 =sqrt(dyv...

Thanks Tom for you reply.
Yes dy is just data series. What I originally have for lamda is rather: lamda/%abs(lamda) which is coded as %sign(lamda). I'll recode it as: lamda/%abs(lamda).

Good day, You help is needed to solve this coding problem. In my estimation stage I need to code a dummy variable (d) with 1 if the sign of the variable is positive and 0 otherwise. The defined density function has two parts and the initial code is: frml xxx = %sign(dy) frml if xxx > 0.0 { xx = 1.0 ...

Thanks Tom for you reply.
Sam

Hi Tom, I'M trying to estimate the above model with the wrong covariance matrix. I'm wondering if there is any way of changing the code to account for an off-diag matrix [qc] and diag with ones (cc model): dec symm qcc(n,n) dec symm qc(n,n) dec vect vcv(n) vbv(n) vav(n) nonlin(parmset=garchparms) vc...

Hi Luxu,
Can you please share your code I have the same issue with DCC Mgarch estimation.
Thanks.

Thanks for your help.
Sam.

Hi Tom,
I'm using version 6.3. Is it a version compatibility ?

Hi Tom, When I try to run the program with the suggested change I got this error: Can't Find Match for %(REAL,INTEGER). Closest Match is %(Any) ## SX27. Illegal Combination of Data Types for Operation >>>> )<<<< and a close check show that this error is due to the suggested changes at: frml hf = %do...

Thanks a lot Tom,
Yes the code is quite old but I'm mainly interested in the estimation part, since BEKK cannot be used with more than 4 var and I have 6 I tried tse code. Maybe there is a better code !!!

I'm using the Tse code with up to six variables and wondering if you can help me with this error: @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ *display ' *==============================================================================================='; *display ' * TseCN.prg: Estimates ...

Thanks for your fast replay.