The RATS Software Forum

Dear all,

Could anyone give me the RATS code for running ARDL and Bounds test?
Any help is appreciated.

Thanks

Dear Tom,
Please help clarify the difference between DCC(1) and DCC (2) in a DCC model.

Thanks

Dear Tom,
Thanks for your very quick reply.
What information criterion would you recommend?

I really need assistance on how to select the appropriate lag length to estimate the Granger causality for two variables.
Any help would be appreciated.

Thanks in advance

I have found them.
Thanks

Dear Tom, I checked out the BDINDTESTS as you suggested above for nonparametric independence tests and obtained estimates for rank test, difference sign, and turning point. But I could not find their any other information, such as how to specify them, in any of the RATS manual. Do you have any solut...

Dear Tom, I downloaded the Runtest procedure but am finding it difficult to estimate it. Each time I try, I get the following result: @RUNTEST ET Run Test for Series ET 1068 Runs in 1068 Observations. Prob(success) = 0.00000 Z-score NA p-value NA How do I get it right? Thanks in advance!

Am trying to measure the valuation effects of earnings announcement by examining the response of the stock price around the announcement of the event. My major problem is how to use RATS to measure the normal and abnormal returns around the announcement date. Any help is appreciated.

Dear Tom,
Please I need a code to run event study using RATS.
Thanks in advance

Dear tom
I run Engle-Granger regression and the R^2 (0.9768) is greater than the Durbin-Wastson (0.0488). From the rule of thumb method of interpretation, the result is spurious. What is the solution to such problem, given that both the dependent and independent variables are I(1).