The RATS Software Forum

Dear Tom, thank you for the reply and fixing it at build 11.0e. I did search a bit more at the internet. I found one explanation that when I start manually Excel, then Windors will look for the registry key of the COM-Addin in HKUM, while when the start is initiated by an object, then Windors looks ...

Dear Tom, Bloomberg or LSEG (London Stock Exchange Group, which has bought data business from Thomson-Reuters) provide subscribers with an add-in for Excel, which allows to dowload data into an Excel sheet. As I did not want to open and close many Excel-sheets manually, I looked for a way to automat...

Dear Tom, thank you for your answer. I fully agree that the change of the OECD Api has not brought an improvement but made data downloading worse. The code for the example I provided in my previous posting does work well for a single time series. Thanks to your explanation, I can now modify the URL ...

Dear Tom, thank you for your answser. The problem was the data, which i found out inbetween. As I used the prices of bitcoins as independent variable and other financial time series as explanatory variables, the data had missing values on exchange holidays. After i adjusted the data by the previous ...

Dear Tom, I have developed a model to forecast the price development of Bitcoins. I have four lagged independent variables without a constant in a linear regression. However, the residuals are autorcorrelated. A test with BJAUTOFIT procedure leads to the conclusion that the best results were obtaine...

Dear Hardmann, in your rpf-file you use the DATA instrction, which expects start and end to be integer variable. But in the python program file, you pass start and end data as a string. Furthermore, for quarterly data you can write 1947:1 for the start and 1998:2 for the end. Thus, deleting in the p...

You just need to make a small modification of the code. For example, if you change the second line to data(format=fred,compact=average) 2000:1 2025:1 DCOILBRENTEU RATS calculates also the average for January of this year. I tested it after downloading the daily data into Excel. However, FRED data is...

Dear Hardmann,

these two lines should provide you with the requested oil prices from the FRED database.

cal(m) 2000:01:01
data(format=fred,compact=average) / DCOILBRENTEU

Best regards
PeterF

As the direct data download via the OECD developer API did not work with the Data instruction because the data is not in chronologial order, the READ instruction leads to the solution. The following code is an example for the three versions of the Chinese Composite Leading Indicator (CLI). I used th...

No worry, they are indeed out of order. But after adding the extension .csv at the end of the filename, RATS did sort the dates properly and the data is correct, as fas as my short test had shown, also graphical inspection showed the pattern I expected. If you select two countries, then not only the...

Dear Tom, the OECD Data Browser is a helpful starting point for retrieving the OECD Datei. As I am interested in the OECD Composite Leading Indicators, I set the filters to get the amplitude adjusted values for China from May 1992 until the latest available data point. Once all filters are selected ...

Dear Tom, I download the OECD data from within RATS via the Data Browser menu entry. I apply the leading Indicators for some countries and aggregated entities for some regular tasks. I have now noticed that most of data sets are not updated beyond December 2023. Therefore, I looked at OECD websites ...

Dear Tom, thank you very much for the two examples for exchanging data between RATS and Python. For your examples you use of course the Estima webserver. Howerver, not every user of RATS has access to a webserver for storing python scripts in the cgi-bin directory of the server. But this is not an u...

Python to RATS basically requires running a full RATS program (as you are doing). Python to RATS (for doing something like fishing data off a web site) should be quite a bit simpler. Dear Tom, could you please explain how RATS can instruct python to run a script to retrieve data and pass it to RATS...

Dear Hardmann, would it also be possible to work the other way round that python is called from Winrats to do a job and reports the results back to rats. I can obtain data via an API but have to provider a header with the number of the api-key in the request send to the server. This is possible with...