The RATS Software Forum

Dear Tom, Thanks a lot for your help. I have two more questions need to ask you. 1). When I worked with my data without imposing constraints, I found my bvec(1)(10) is positive, therefore I did not impose the condition of garchp(1)(3)=0.0 in my estimation. However, do I need to keep the other constr...

Dear Tom, I am new to RATS and I am learning your codes for this paper. I have a question regarding to the following part of the codes: do i=1,%nvar compute garchmeqns(i)=%modeleqn(basevar,i) compute bvec(i)=%eqncoeffs(garchmeqns(i)) compute garchp(i)=||%sigma(i,i)/5.0,.20,.60|| end do i In particul...