Search found 10 matches

by bizi_rats_10
Tue Sep 13, 2011 12:17 pm
Forum: Graphics, Reports, and Other Output
Topic: Graph of forecast errors
Replies: 2
Views: 7718

Re: Graph of forecast errors

thanks so much for your clarification.
JC
by bizi_rats_10
Tue Sep 13, 2011 10:58 am
Forum: Graphics, Reports, and Other Output
Topic: Graph of forecast errors
Replies: 2
Views: 7718

Graph of forecast errors

Hi all,

I am having problem producing graphs that compares errors between the original series and the forecasts series. Can any one help me to figure this out?
See attachments for data and code.

Regards,

JC
by bizi_rats_10
Mon Sep 27, 2010 4:00 pm
Forum: Other Time Series Analysis
Topic: uradf code
Replies: 6
Views: 11346

Re: uradf code

Thanks very much for your quick reply. It worked finally!!!

Regards,
JC
by bizi_rats_10
Mon Sep 27, 2010 2:59 pm
Forum: Other Time Series Analysis
Topic: uradf code
Replies: 6
Views: 11346

uradf code

Hi all, I have a question about my uradf code (see attachment). Every time when I run it, an error shows up:## SR10. Missing Values And/Or SMPL Options Leave No Usable Data Points. I can not figure out the reason. I checked the loop in the code and source file, everything seems normal. Can any of yo...
by bizi_rats_10
Tue Sep 07, 2010 5:01 pm
Forum: Data: Reading, Writing, Transforming
Topic: READING data
Replies: 4
Views: 9136

Re: READING data

Thanks very, I appreciate your help.
JC
by bizi_rats_10
Tue Sep 07, 2010 2:25 pm
Forum: Data: Reading, Writing, Transforming
Topic: READING data
Replies: 4
Views: 9136

Re: READING data

Thanks very much! It worked perfectly. How do I get the ASCII files? The saving options on my computer show the following: ANSI, Unicode, Unicode big endian, UTF-8. I normally save data with the unicode option.

Regards,
JC
by bizi_rats_10
Tue Sep 07, 2010 1:01 am
Forum: Data: Reading, Writing, Transforming
Topic: READING data
Replies: 4
Views: 9136

READING data

Hi All, I can not read in my data. I think the problem reside in the fact that the data have decimals. RATS shows an error saying: ##IO10. Unexpected end of file while processing line 84. (series PKID entry 83). Can anyone help me figure out this? The data I am using are attached to this message. Th...
by bizi_rats_10
Wed Aug 11, 2010 10:56 am
Forum: Structural Breaks and Switching Models
Topic: Bai Perron Test
Replies: 8
Views: 13923

Re: Bai Perron Test

Hi, Following up on the Bai Perron Test, I did test the break point in each of the equations (individually) of a VAR instead of VECM and I think it worked. My other question is how do you determine the option "minspan"? It says that minspan = shortest distance between two breaks; but how a...
by bizi_rats_10
Sat Aug 07, 2010 12:16 am
Forum: Structural Breaks and Switching Models
Topic: Bai Perron Test
Replies: 8
Views: 13923

Re: Bai Perron Test

Thanks very much. I will try it and see what happens.

JC
by bizi_rats_10
Fri Aug 06, 2010 11:52 am
Forum: Structural Breaks and Switching Models
Topic: Bai Perron Test
Replies: 8
Views: 13923

Bai Perron Test

Hi All, I am trying to use the Bai Perron test to check break points in a VECM of 5 variables. However I am not getting the results I am expecting. I have hard time specifying the list of regressors; is this the number of variables. Second how do I get a graph showing break points with this test? If...