The RATS Software Forum

I can't get weekly data for all of my variables.
I finally decided to work with the weekly data by reducing the variables.
I would like to know if there is a code on rats which could help me to purify and adjust the data in relation to the dates of all the variables.
Thanks

Yes I am analysing volatility data.
So should I reduce the sample period or?

Thanks for the feedback.
I had to review things but so far, there are problems with the graphic representation. the curve only begins to take shape in 2004.
Can we use the DY methodology with monthly data? And at what level there should be changes to the codes.

I changed the NSPAN value to 25 but the graphs become discontinuous on certain dates.
you will find attached below the graphs that I obtained by modifying the NSPAN to 25
yes I read but I didn't understand much.

how I can cut the window so that it fits my data ?
please find attached to this message my database.

Hello Tom, I hope you are doing well.
I need help with my graphics. In fact I have data form 2000 to 2023. But in the graphic reoresentation only dates starting from 2017 appaer.
Thanks in advance !
Please find attached to this message the codes.

Hello Tom
I hope you are well. i use the Diebold and Yilmaz (2012) codes for monthly data but I cannot generate the volatility spillover table.
This what I get: # SR10. Missing Values And/Or SMPL Options Leave No Usable Data Points

Hello Mr Tom, I hope you are doing well. I have some problems with the Diebold and Yimaz(2012) program. I have monthly data with seven variables. I try to apply the DY(2012) code but I cannot generate the volatility transmission table. I want to know if there are any modification to be made and at w...

Thanks! Very happy for this collaboration.

thank you for your help.
I have some problems with the dates of the graphs which are not clear. can you help me please
please find attached below the codes with the database and graphs

Hello TOM, I hope you are well. In fact I had disappeared for a few months because of a misfortune that had struck me and forced me to withdraw from the research. My dad was sick and it was I who assisted him and unfortunately he died which was a big shock for me and constituted a brake in my resear...

Hello Tom
thanks for the feedback.
I didn't feel well, that's why I didn't reply to your recent messages.
In fact I wanted to know if I should calculate the daily minimum and maximum for each series with excel or Rats and which code will allow me.

I calculated the volatility on Excel.
well, I don't have the DY volatility calculation codes with me. Can you send them to me.

YES of course these are volatility estimates. I myself am surprised by the results what I am seeing which could explain the fact that the markets do not explode in March 2021. Do you think it's a data problem? Also, I calculated the volatility with excel. If there are, can you tell me the codes that...

Countries are South Africa, Tunisia, Nigeria, BRVM, Zambia, Morocco, Mauritius, Tanzania, Egypt, Namibia, Botswana and Keyna and non-African countries are China, France, Germany and the United States. I specify that the last year I removed it from my base. The fact that the last years are equal to z...