The RATS Software Forum

Thank you Tom , it worked, really appreciating all your help! I have another inquiry and I was trying to find information from the forum and also from your Nile files. Is about forecasting. I would like to test the out of the sample forcasting performance of the DRA model using RMSE for1 month, 6 mo...

Hi Tom, I have a problem with the estimated betas. I’ve run the program on my data and plotted the estimated factors with the empirical ones and it didn’t look good, the gap is too big especially the level. I thought to plot also the Diebold estimated betas with the empirical ones and see if are ok,...

Thank you Tom for all your help and patience. I've wrote the code as you said and run it on the data provided for Diebold et al and are approximately the same. What I’ve did is just add a new DLM function modified for the residuals and run it separately, saving a copy in excel , but I’ve noticed tha...

When I added the code for the betas I just added and not replaced and that 's why I had some added betas. Thank you for your quick replay. I am new to Rats , I just used it a little in the past. Also Tom how can I get the residuals from the fitted curve month by month?

Thank you.