The RATS Software Forum

(This is cross-posted from the "Help with Programming" section of this board. In that section, this same question was asked in 2011 but there are no replies until 2017, when I posted the following.) I wondered if anyone has worked on this. The comparable Stata extension is described at: ht...

I wondered if anyone has worked on this. The comparable Stata extension is described at: http://www.stata.com/manuals14/xtxtdpdsys.pdf. It appears in Stata they simply expand the instrument list but the discussion in Baltagi (2013), sec 8.5, does not make this seem like the obvious way to proceed: &...

Following suggestions on this forum (and the release notes for 9.1), I installed Ghostscript. Save-to-PDF works fine, and the import of PDF objects to Word also is fine. But a question: the charts continue to be placed upper left inside the frame, with a good deal of extra white space to the bottom ...

I recently upgraded to Rats 9.1. In previous versions, I often cut graphs made in Rats and pasted them into Word as Windows metafiles. The graphs had narrow borders, minimal border white space, were easily resized to appear nicely on the page, and charts were placed symmetrically within the frame Bu...

yes, will do, but it will be a week or so before I can return to it.

Thanks, Tom. Yes, all of that I understood. What surprised me is that the "standard" Rats lag notation -- { x } is accepted when "dum" is used but traps a fatal error when "exo" is used. I had anticipated that the standard notation would work in both cases.

The Eviews manual notes that their variant of the Johansen MLE forces residuals in the CI regression always equal to zero. I find that VECM/CI models estimated in Eviews and Cats can be quite different. Researchers likely are not aware of the difference. In experiments with a VAR(4), I noticed these...

Is there a limitation/bug in the use of supplementary cards in the @cats dialog? If I specify "dum" as an option, lags are accepted in the # supplementary card. If I specify "exo" as an option and use the same supplementary card -- Cats crashes with a Rats error re seeking to use...

Tom, thanks for the reply. But both Eviews and Rats allow models with no intercept (and/or a variety of other deterministic components). Further experiments, however, reveal a simple (embarrassing) answer: the lag length in Rats refers to the "k" in the VAR equation, while the lag length i...

I have a co-author who has been estimating VECM/CI models in Eviews. For forecasting, I prefer Rats. I find that VAR estimates are identical in the two packages but VECM estimates differ. Coefficient estimates differ in the first digit, although *most* coefficients that are significant in Eviews als...

I see. Dueker's Gauss code has those arrays as hcat and lcat, where "cat" are his 7 categories segregated by size of change in y (measured in basis points). I see the draws from the uniform. I will keep working on it. Thank you.

I wish to estimate Dueker's MS-Dynamic probit model, as in Dueker, JBES, 1999: Conditional Heteroscedasticity in Qualitative Response Models of Time Series, and Dueker, FRBStL Review, 2000, Are Prime Rate Changes Asymmetric? I have the Rats proc for Gibbs on the dynamic probit model https://ideas.re...

Might someone post the 6-digit hex codes for the line default line colors? I did not see these in the manual. These appear to be needed when using graph style sheets to add symbols to colored lines.

Thanks

It would be nice to have a command that allows setting the working directory inside a program. execpath is almost the same except that it requires you have started the program... There exists a menu command to set working directory, so the functionality exists, but there does not seem to be a progra...