The RATS Software Forum

Is there a sample RATS code for beta-convergence, sigma-convergence, club convergence that I could use to estimate for "different regions"? I am using RATS 9.0

Thanks
Rachid

Many thanks Tom for your useful input, I will try what you suggested.
Rachid

Many Thanks for your feedback. What you suggested will definitely shorten the time, but the difficulty that I am having is in this part of the code compute goodnobs = %nobs boot entries 1 21 1 goodnobs sstats 1 21 goodsource(entries(t))>>sumof21 As I mentioned in my last post, I have a collection of...

Dear Tom, I would like to implement the following: Please see the code below. I have R1 returns simulated N=5000 times, my option database consists of 10964 quotations, these quotations are divided into 60 sets of different maturities e.g. I have, T3= 21 days, T3=49 days, T3= 77 day, etc....Below I ...

I get it, in fact, they don' t match up. Many thanks
Rachid

Thanks Tom for your inputs. Sorry I wasn't very clear, they are both of the same size MxP. I ran the code but I get error
Thanks
Rachid

Dear Tom, I would lke to compute RMSE, my observed and focasted matrices are of sizes (M,P), I could compute the RMSE column by column, but I would like to do it for the whole database, is this code correct? Many thanks for your help Rachid source "C:\ Desktop\ uforeerrors.src" do i = 1, M...

Thanks a lot Tom
Rachid

Many thanks for your help. I have the ewise instruction in my code below, how do I loop over those two instruction? I would like sumof12 to be as shown in my code (Rtstr(i,j)) but it gives error. Thanks Rachid com N= 5000, M= 61, P=1000 dec rec T3 ST Call Rtstr Callav dim T3(M,P) Rtstr(M,P) ST(M,P) ...

Dear Tom, I have a vector series R(rep) of 5000 monthly returns, I used sample(smpl=%valid(R(rep))) R(rep) / goodsource to throw away the NAs. I would like to randomly sum up 12 of these goodsource returns, then replicate this process 61 times, i.e. obtain 61 annual returns Please advise. Thank you ...

Thanks for your inputs. my in-sample data has high kurtosis and relatively high negative skeweness, when I generate the returns of my model, I would like to know if I am generating the right numbers by looking at those two measures. I am currently doing it the you have suggested.
Thanks
Rachid

Thanks Tom, I have R1(1),...,R1(5000) each of which is a series, and would like to compute the overall skewness and kurtosis of R1 vector series .
Many thanks
Rachid

Many thank , I generated N= 5000 replications for vector series R1, yes, the Statistics instruction can give summary statistics for R1(1), R1(2)...., but I was wondering if you could get summary statistics for all R1. Thanks
Rachid

Dear Tom,

Is there a way to compute the skewness and kurtosis of the distribution of simulated returns? The table instruction does not provide these values. Please advise
Rachid

Many thanks Tom. I have changed my data file to xls format and it worked fine.