The RATS Software Forum

Dear Tom, I'm trying to forecast the interest rate with a VAR model. However, I got 16 variables (let's say v1, v2.....v16) and I don't know how to deal with them. Then I found Sims and Zha(1996) "Bayesian Methods for Dynamic Multivariate Models" solved my problem, but i don't know how to ...

I'm trying to forecasting my AR(p) and here is my code, qurterly GDP = qgdp, assuming the lag is 3 and I'm doing on-step forecast :

linreg qgdp
# constant qgdp{1 to 3}
uforecast(STATIC) fqgdp 2000:1 2011:4
@uforeerrors qgdp fqgdp

Am I right forecasting the gdp?

Dear Tom:
I'm trying to get the best lags for my AR(p), and I'm wondering can I get that by using Varlagselect or there is some special program for AR model's lag. Thank you

Hi all, I'm trying to build some simple forecasting models but I don't know how to do that with Rats. What I'm supposed to is to build two naive models and have tests for the out-of sample forecast: model 1: No-change model. The forecast for period t+1 will simply be the observation at time t. mode...

Hi all, I'm trying to build some simple forecasting models but I don't know how to do that with Rats. What I'm supposed to is to build two naive models and have tests for the out-of sample forecast: model 1: No-change model. The forecast for period t+1 will simply be the observation at time t. model...