The RATS Software Forum

Dear Tom This is the code I use, which is copied from your post 'various DCC models". Without solving this, I cant move on :( ,please help me out, gratitude for your patient. I am a novice of this. DATA(FORMAT=PRN,ORG=COLUMNS) 1 2087 UK GE FR US compute n=4 dec vect[series] y(n) set y(1) = us s...

Hi, tom, thx a lot, i have fixed the problem, but here comes another one. When i run to the final step: maximize(start=%(bq=%const(bfix),aq=%const(afix),StartQC()),method=bfgs,title="Two-step DCC") logl gstart gend it comes out: ## MAT15. Subscripts Too Large or Non-Positive what does this...

Dear tom Thx for ur help, I have a problem with the programm u give. It works well until reach the row: frml logl = (q=qf), hh=%corrtocv(%cvtocorr(q),%xt(h,t)),%logdensity(hh,%xt(u,t)) with error instruction: ## SX11. Identifier %CORRTOCV is Not Recognizable. Incorrect Option Field or Parameter Orde...

omg, that is exactly the article I resorted to. great help, thank u so much!!!

dear sir i am working on DCC modles. The original dynamic structure of DCC model is Qt=(1-a-b)S+a*error^2+bQt-1, and want to make modifications on that equation, such as changing the scalars a,b to matrix A and B, or to diagonal matrix A and B. The code for the original version is in the user's guid...