The RATS Software Forum

Hi,Tom I find you pasted here part code of "Kapetanios, G., Shin, Y. & Snell, A. 2003. Testing for a unit root in the nonlinear STAR framework.Journal of Econometrics 112: 359-379." , can I get all of the code?In addition, I also very interested in LSTAR unit boot code of"Leybourn...

Hi, Tom! I'm learning @PhillipsHannan, and would like to ask a few questions: 1. I can't find example about"@ PhillipsHannan (options) B START END". How to define and use B? I would like to get some examples help to learn it. 2. Band Spectrum Regression aren’t even taught today,have been r...

Hi,Tom: I'm a little confused. In the SPECTRUM.src, @SPECTRUM options, SPECTRUM=(output) series for [0,pi] spectrum (0 frequency at entry 1) . but in your example,@spectrum(footer="Figure 10.8 Spectral Estimate of Wolfer Sunspot Numbers",$ weights=||3.0,3.0,2.0,1.0||,nologscale,spectrum=sm...

Hi TOM! I'm interested in Perron and Wada(2009)("Let's take a break:* Trends and cycles in US real GDP", Journal of Monetary Economics, vol* 56, 749-765.), try using some monthly data for other research, but I found UC0 and UCUR results almost exactly the same, I posted below. In order to ...

Dear Tom, I am looking for the code of the following paper. Is there any available code for using Unobserved Components models to estimate monthly,weekly or daily time series with RATS? S.J. Koopman,M. Ooms."Forecasting daily time series using periodic unobserved components time series models,&...

Hi Tom, I'm new to Winrats, and are learning Unobserved Components model and Beveridge - Nelson model, mnz_restat_2003. RPF and pw_jme_2009. RPF give me a lot of inspiration.But,I find that they used quarterly data time series,if I want to run with the monthly data time series, Where I need to pay a...