The RATS Software Forum

Thank you very much. Your meaning is that the formula will be identified if substract ADD option ? I try it and find the values of history(N+1,1)be changed largerly. and the example of winrats 7.0 US (on the pages of 372) decribed solid line is actural(GDP) ,the dotted line is forecast(GDP) and the ...

As you decribed above, HISTORY(1,1) is the forecast for the first series; HISTORY(2,1) is the accumulated effect of the first shock to the first series, ... , HISTORY(N+1,1) is the accumulated effect of shock N to the first series. But I find that the average value of HISTORY(1,1)=(forecast for the ...

TomDoan,thanks you.I'm beginner about historical decomposition.There are my comprehensions about your instruction,please point out the mistakes for correction. as you described in post above,HISTORY(1,1) is the forecast for the first series; HISTORY(2,1) is the accumulated effect of the first shock ...

thank you for moderator and TomDoan. I'm sorry for my behavior. I have some qustions about historical decompostion need your help. First,in page 372 of rats 7.0 UG,what's the relationship between each other? The solid line( actual GDP)= the base forecast(dotted line)+the effect of (in this case) the...

and how caculate the historical decomposition of CPI in page 20 of pass-through exchange.pdf.
thank you

an content of 10.7 in rats 7.0 User's Guide. page 372 .
the gragh show the effect of interest rate on canadian GDP
What does three lines stand for each other?

to every teacher: i'm a beginner,and i had not known about historical decomposition,such an example of 10.5 in rats 7.0 User's Guide.What does three lines stand for each other? Second,the attachment is a paper about pass-through exchange historical decomposition,i don't konw how caculate the numbers...