The RATS Software Forum

Hello Tom, Thanks for your reply. But the papers I am using as reference state this: "Historical decompositions based on directed graphs and causal patterns decompose the price series into historical shocks in each series of the structural VAR model to determine price responses in a neighborhoo...

Tom, I had one more question. If I use directed acyclic graphs how should I proceed with historical decomposition? I mean how do I account for the covariance matrix which summarizes the contemporaneous causal patterns between orthogonal innovations ? This is the methodology used in the paper that I ...

Thanks a lot for the explanation. It made things easier for me.

Tom, Thanks for the clarification. That makes things clearer. Could you please tell me how could I use the Forecast option to get such graphs. Also, when I do the historical decomposition using menu driven commands, I get the actual and forecasted values for the series. Is it the same? Can I plot th...

Thanks for your reply Tom. I need to get historical decomposition graphs for eight price series due to an external event (animal disease outbreak). I need to get graphs that show the actual values including the event and the forecasted price before the event. I have attached the reference paper that...

I want to get historical composition graphs for my series to show the impact of an external event on the series. I am new to RATS and was trying to get graphs using menu driven commands in RATS. I am getting forecasted and actual series but not the graphs. How would I do it? I tried using the code e...