The RATS Software Forum

Say I have 50 frml's generated by a loop. Can I include them in a simple way in a model using GROUP or otherwise without typing each one out on the GROUP statement?
Thanks,
Yngvi

Many thanks Tom.
I will take a look at your example.
Yngvi

The article at the link below is on this subject
http://link.springer.com/article/10.100 ... 012-0311-2

Many thanks.

Referring to the RATS Handbook for ARCH/GARCH and Volatility Models, Appendix A-7.
Where can I find the %RANGED external function?

Hi.

How does one make a FRML that operates accross individuals of a balanced panel?
I need to produce a weighted sum accross individuals that will be further used as a component of a model created using GROUP.

Thanks,

FYI then I added an ALLOCATE 11/2012:1 instruction.
I still seem to require to put a do loop around the differencing set instructions as per my earlier post.
It's a puzzle but I've got a working program.

BTW do you have any documentation on the MOVE instruction.

Many thanks again.

This is how I set it up. I never did a separate ALLOCATE for the panel. cal(a) 1997:1 all 2012:1 * open data Indices.xlsx data(org=obs,format=xlsx) 1997:01 2012:01 CPI W close data * cal(a,panelobs=16) 1997:1 open data Panel.rat data(format=rats) 1//1997:1 11//2012:1 C YD TFER A close data Then I se...

As regards problem 2 then I wasn't looking for a forward difference I just wanted to populate the vector with no empty elements. As in the case of problem 1 I needed to specify the sample range explicitly but within a do loop. I don't understand why I can't use a similar sample reference as I did f...

Thanks. The solution to problem 1 : set(nopanel) yd_r = yd/cpi(%period(t))*cpi(2012:1) needed to be ammended as: set(nopanel) yd_r 1//1997:1 11//2012:1 = yd/cpi(%period(t))*cpi(2012:1) i.e. I needed to specify the sample range explicitly. The %period(t) was what I was looking for. I had already trie...

I have a panel of 11 individuals and 16 time periods, 1997-2012. Problem 1: Applying a division by a common time series variable for all individuals e.g. CPI. The SET instruction doesn't seem to work as the common variable is interpreted as belonging to individual 1. I have come up with the followin...

Has anybody programmed Copula MV-GARCH using RATS?
I'm interested in doing a comparison with DCC.

Best regards,
Yngvi Hardarson