The RATS Software Forum

Dear Friends,

Is anyone have a piece of RATS code to do the nonlinear Granger causality test proposed by Joakim Skalin and Timo Teravirta, "Another Look at Swedish Business Cycles, 1861-1988", Journal of Applied Econometrics, Vol. 14, No. 4,
1999, pp. 359-378.

Thank you very much

Dear Tom,

When I run the pp2006 code，I got the following:

## SX11. Identifier %%SHIFTS is Not Recognizable. Incorrect Option Field or Parameter Order?
>>>>(%minent) %%shifts(<<<<

for your information, I am using RATS 8.0. May I know Why this output? Tks.

Dear Tom,

I have been reading on how to forecast based on NLLS models or GMM from the user guide. It was told that we need to group before do any forecasting. But I still cannot understand it. Can you kindly show to us step by step how to do it using the CKLS model as example.

Dear Friends, I have some questions need your help. For example, we need to estimate a model Y(t)= B(t)*X(t)+v and assume B(t) follow simple transitional process B(t)=aB(t-1)+u and assume the parameter A to be 1. As to my understanding, we should use the following code: compute sv=0.1**2,seta=0.02*...