The RATS Software Forum

Dear Tom, Thank you so much for your previous advice and I really appreciate your suggestions. I am doing ESTAR model, and I want to get nonlinear "IRF" in my analysis. * This will do the model shown in the article * equation standard dlEX_CA # Constant dlneer{4 8 12} dlppi{3 10 11} dlEX_C...

Dear Tom, Always thank you very much for your kind help. In ESTAR model, sometimes Gamma is not statistically significant in empirical results, however, according to the figure in the attachment, it demonstrates that Gamma is not 0. Please refer to the attachment. Here Theta is the the smoothing equ...

Dear Tom, Always thank you very much for your kind help. I'd like to put four graphs together by using Spgraph. Here are the codes: set tvalues_i = tvalues_1,tvalues_4 set fvalues_i = fvalues_1,fvalues_4 spgraph(vfields=2,hfields=2,$ header="IM_CO, IM_CO_61, IM_CO_62 and IM_63",$ subtitle=...

Dear Tom, Thank you very much for your very useful replies. I really learned a lot :D . These days I am concentrating on the outlier in STAR model. This is the codes I ran: open data "D:\Electro New\ESTAR LSTAR to total IM_CO_UVP\IM_CO_UVP dataset used by Rats 2012-8-11.xlsx" calendar(m) 2...

Dear Tom, I am always very grateful for your kind and useful reply :D . I found an outlier in X. So I did as follows: set offoutlier = -0.02<X<0.02 ...... @yulelags(max=10) offoutlier Then I got the lag for offoutlier is 0. This means I cannot do the following STAR analysis. So, if I find the outlie...

Dear Tom, Your answer is always so helpful to me :D . Thank you very much :P . Based on @stats x I got c and GAMMA. Here, X represents Z(t-d), dlEX_UVP is the dependent variable. The independent variable is dlEX_UVP, thus: equation standard dlEX_UVP # constant dlneer{1 to 3} dlppi{1 to 3} dlEX_UVP{1...

Dear, Thank you for your precious time and attention. By applying @startest to TAR model, the result supported ESTAR model. I got the following results Nonlinear Least Squares - Estimation by Gauss-Newton Convergence in 47 Iterations. Final criterion was 0.0000099 <= 0.0000100 Dependent Variable DLI...

Dear RATS forum team, Always thank you very much for your previous help. I really learnt lots. Concerning on LM test for ESTAR/LSTAR effects: @StarTest( options ) y start end Options D=delay on threshold variable [1] P=lags in the autoregression [1] How can I determine the value for D and P? Because...

Dear e1983, Thank you so much for your kind reply. Right now I use level data, and they are I(1). So I applied panel VECM to them. Based on this condition, when I want to get long term equilibrium, which syntax I should use: "Linreg" or "Pregress" ? I am very looking forward to y...

Dear Tom, Thank you very much for all of your help. Concerning Panel Granger Causality Test, the first step is to estimate the long-run equilibrium relations: Xit=Ai+DELTAit+GAMA1i*P+GAMA2i*N+Uit Here is my question: For panel data, if I want to get the first step: long-run residual, shall I use pre...

Dear Tom, Always thank you very much for your precious time and attention. I ran @pancoint X # X in panel analysis. The result is: RESULTS: ******************************************** -raw panel unit root test results- Levin-Lin rho-stat = -29.90221 Levin-Lin t-rho-stat = -10.76833 Levin-Lin ADF-st...

Dear Thank you so much for your precious time and attention. Concerning the panel causality test, I wrote the program, and there are some problems in running it: OPEN DATA "D:\Electro New\panel rearragment 2012-7-8.xlsx" CALENDAR(M) 2003:2 DATA(FORMAT=XLSX,ORG=COLUMNS,right=100) 2003:02 20...

Dear Tom, Always thank you so much for your kind reply. After rearranging the data, right now I am doing panel unit root test in terms of Constant and Constant+Trend. OPEN DATA "D:\Electro New\panel rearragment 2012-7-8.xlsx" CALENDAR(M) 2003:2 DATA(FORMAT=XLSX,ORG=COLUMNS,right=100) 2003:...

Dear Tom, Thank you very much for your kind reply. I ran the program, and it seems no problem. In series window of Rats, "X" contains 96 rows and 110 columns. P and N contain 1 row and 11o columns separately. If I want to do the random panel analysis, usually in individual(i), the framewor...

Dear Moderator,

Thank you very much for your kind reply.

The attachment is the data.
I'd like to rearrange them and then apply them to random panel analysis.

I am very looking forward to your answer.

Best Regards

guo