The RATS Software Forum

Thanks you confirmed what i thought, wasn't not sure 'cause i'm getting started with econometrics for finance.

Thank you Tom!
Just a question, why graphically is it so flat? is it normal?

Sorry the empty range is about the series upper not the forecurrency(1) as you can see

Hello Tom, I'm trying to run a full VAR forecasting with graph applying Lutkepohl VAR forecasting progr.P.098 but it doesn't recognize the upper variable and i get an empty range on the series forecurrency(1) and the other two? the currencies file is attached I don't see the mistake. Thanks Tom OPEN...

Sorry Tom , my last wasn't clear, i'm looking for some documents, i didn't find it in the user's guide.
N.

Hi Tom, First question is , i don't see in the interface New Topics? to create one about Impulse responses and Variance decomposition. Concerning this topic, here my second question. On the wbesite of Estima i looked for the @Bernanke.src procedure but found nothing except bernankemihovqje1998.zip M...

Tom, Actually i have the same pb with cov matrix of residuals from the same example from the TSAY book, i get the following output with RATS: Covariance\Correlation Matrix of Coefficients LDRUK LDRCA LDRUS LDRUK 0.0000283715 0.09259709 0.23138784 LDRCA 0.0000026790 0.0000295021 0.43249284 LDRUS 0.00...

Hello Tom, I get back to you about a VAR estimation pb with OLS. Indeed, i'm working on the book " Multivariate time series analysis with R and financial applications ", RUEY S.TSAY. You find the data file attached I compute with RATS the example 2.3 P51/52 . My program below is correct bu...

Hi Tom, i finished the numerical problems from the Lütkephol book "New Intro...", p. 191. I got stuck only with the pb 4.8, i'd like to compute the residual autocorrelation and their estimated standard errors and graph them(file attached). I'm swimming in dark water, don't find the adequat...

I check this out. I gess my second question is linked to the first one and find the answer with this procedure or the question isn't relevant?
Thanks for your help Tom

i think the E2 file wasn't attached, here it is

Hello Tom, I'm on the CH IV " New Introduction To Multiple Time Series analysis" I'm dealing with the Numerical Problems p.191 Problem 4.6 based on the file E2 Set up a sequence of tests for the correct VAR order of the data generating process using a maximum order of M = 4. Compute the re...

Indeed the datasets are mixed up, i try to get the data for the example 13.19 US macro p.485 from what they provide as ressource but when i open it in RATS wizard, i have no clue about what i'm dealing with, so the only way is getting the matlab or gauss source code? If i wanna delete some columns f...

Ok sorry for the interpretation indeed it's clear in the users guide: [quote][/quote]Granger’s procedure: regress M1 on lags of GDP and M1. Test the lags of GDP Also this is much better that way: linreg DTBILL # constant DTBILL {1 to 4} inf {1 to 4} gm1{1 to 4} seasons{-2 to 0} exclude(title="g...

Hi Tom, My question is which test do i have to trust between those two? According to what says W.Enders in his RATS HANDBOOK FOR ECONOMETRICS TIME SERIE S p.131 WITH THE FILE US.PRN: and the causality granger test explained in the users guide UG-85 * VAR2.PRG cal 60 1 4 all 10 91:4 open data a:\us.p...