The RATS Software Forum

This is a small sample from a bigger file. There are other cross sections that start at event #1. For firms that don't have obs for event #1, I'd like the missing obs code to show. No firm in the entire file has all 191 obs, so I expect that all the cross sections will have some missing obs. I'm set...

Thank you. Doing this generates 163 obs for firms 1, 2 and 3 but only 56 obs for firm 4. Also the start event for each firm is different. I'm trying to get all the firms to start with event #1 and end with event #191 i.e. a total of 4 x 191 = 764 rows of data including missing obs. Any thoughts?

I am trying to create a balanced panel dataset. Attached is a sample XLS file with 4 cross-sections or firms. The total time periods should be 191 months from 1998:6 through 2014:4. Thus I need a balanced panel of 4 x 191 = 764 obs. The data are stacked by firm and each firm has is indexed by "...

I need each draw (i.e. a unique combination) to cycle through 30 quarters. Nesting the j loop inside the draw loop became necessary when I was using %ranpermute so as to preserve the same combination through all 30 qtrs. I guess I could nest the draw loop inside the j loop if I use a set number of c...

Two questions related to a portion of code below: 1. How would I write the constraints and compute statements parsimoniously using perhaps %dot(A,B)? I've tried %dot(w(i),bx(n(i)))==z, but that doesn't seem to be right 2. How can I generate statistics on the series PRETZB, PBETAZB and PDURZB by &quo...

Yep - my data was in columns. Got it sorted out - thanks!!

My mistake: I took the (10) in the dec statement to be the dimension of each vector. So the dec vect[index] is tracking all the 252 vectors of combinations, right? I'm expecting RATS to sequentially pull each vector into the code after it reads the combos. However, the write instruction gives me som...

This set of instructions gives me: ## MAT18. You Must Dimension the Outer Array Separately dec vect[index] mycombos(10) do i=1,252 dim mycombos(i)(10) end do i open data combinations.xls read(format=xls) mycombos Also, will I follow this up with something like: do draw=1,252 compute n = mycombos(i) ...

I have all the 252 combinations of 10 in a separate data sheet. What would be the best way to map those into the code below instead of %ranpermute(10)? compute n = %ranpermute(10) do j=1,30 dec vect bx(10) dx(10) rx(10) ; * there are 10 cross-sections (x) ewise bx(i) = b(i+(10*(j-1))) ewise dx(i) = ...

I have been using %ranpermute(10). However, it is possible to get in one draw 1,2,3,4,5 but in a second draw 1,3,2,4,5 for the first or last five securities. The securities are the same but ordered differently. I'm trying to avoid this. I'd like to have at least one number different in each draw, sa...

I should add the 2 sets of 5 must be distinctly different numbers from 1 to 10.

compute n1 = %rancombo(10,5)
compute n2 = %rancombo(10,5)
display @20 n1(1) @25 n1(2) @30 n1(3) @35 n1(4) @40 n1(5) @45 n2(1) @50 n2(2) @55 n2(3) @60 n2(4) @65 n2(5)

gave me: 5 9 3 2 4 || 6 3 2 7 5

The 3,2 and 5 got repeated. Perhaps I'm not coding this correctly?

To be clear, say, in the first draw I get draw=1 1,2,3,4,5 6,7,8,9,10 then, in the second draw at least one of the 1,2,3,4,5 needs to be different and (automatically) one of the 6,7,8,9,10 needs to be different. If I run %rancombo(10,5) twice, then the second %rancombo could draw a security that was...

I'm looking to create random sets of 2 portfolios of 5 securities each such that for each set the portfolios have at least one different security. The ordering of the securities does not matter. In other words, this is a10C5 combination problem. Any thoughts on how to code this? %ranpermute(10) does...