The RATS Software Forum

Hi Tom and everyone. I'm trying to estimate a DSGE model for the US data. As a first step, I tried to just execute the program smetswouters.src on the data set smetswouters.prn that is on the forum. I didn't change anything. I got the following error message multiple times. ## FO17. Mismatch between...

Hi Tom. I'm trying to estimate a DSGE model for the US data. As a first step, I tried to just execute the program that you had provided. I got the following error message ## FO17. Mismatch between unstable roots and expectational terms. So, the first question is why doesn't the program run? Secondly...

Hi Tom. Thanks. I changed my program a bit and this time didn't get as far as before and got the following. Variable Coeff Std Error T-Stat Signif ************************************************************************************ 1. KAPPA_R 2.4136036306 0.7236258202 3.33543 0.00159372 2. THETA_R 1...

Hi Tom. Hope you're well. I;m running eksmooth.rpf. I'get the linreg results fine. Then the following error message any tweaking you can suggest? Thanks for any suggestions. Of course it could be my data series too. Thanks. Best, Bahram A. Variable Coeff Std Error T-Stat Signif *********************...

Thanks so much for the prompt response Tom. Also thanks for pointing me to the help command. Will use it from now on. Didn't even know about it after using RATS for so long! On a side note, RATS has been a life saver for me. Tried to run this same thing in R with a grad student. We both gave up afte...

Hi Tom. I'm trying to compute the probabilities for three cases in multinomial logit. I submitted the following. The ddv worked,but got stuck on the second part. I got an error message on the options part. I'm almost positive that I'm not entering the options properly. I would appreciate if you coul...

Hi. Thanks Tom. will check the data and take the noprint out. Best, BA

Hi Tom. I've used this procedure for nonlinear causality multiple times with success. However, tonight I'm getting error messages on the computation of ndf. I'm attaching that portion of the program and the error message. please have a look and maybe you can offer a solution. Thanks much. Enjoy the ...

Hi Tom. Thanks for the comment. Everything seems to be working great. Thanks. I still want to get better with coding for IRFS. I've got old and new RATS manuals. Thanks for any leads. Best, BA

Hi Tom. I've tweaked the program. Changed the shock-2. I'm perplexed because I get stack of 2 sets of IRFs, but 3 out of the 4 materialize. I've checked the programming manual and unfortunately wasn't able to find helpful sections for this program. Do you suggest any sections of the manual that mayb...

Hi Tom. You're absolutely right. I was having other serious issues as well and forgot the response. Thanks much. I'll adjust it. This should do it. Best, BA

Hi Tom. I've been working on EEV regime switching model. As I wrote before, I had some strange output. I've got another set of output for another data set. Everything looks good except I'm still missing One IRF for the high volatility regime! This is exactly what happened when I was doing this with ...

Thanks. I'll try to get the IRFs without the confidence band to see! Best, Bahram

Hi Tom. Thanks much. I'll try one more run. Mind you I ran two variable models a while back in another paper. I used monetary base and equity indices in a bivariate framework! Seemed to work. Sorry about the typo. Number 4 meant IRF from a MSVAR. I estimated a MSVAR for this project, however, from t...

Hi Tom. I've been working with the EEV program on Rats. I've had mostly success after a few hiccups. I'm now trying to run a two variable case. I've had issues. I've run two variables cases fine in the past with the attached program. I'm attaching the output and partial program with strange IRFs and...