The RATS Software Forum

Dear Tom,

Thank you so much for your reply, I totally misunderstood the procedure. Thanks for correcting my thought about the test.

Regards.

Dear all, I try to modify Nakajima (2011) codes for my paper. The data used in the original paper has unit root. Most of the TVP-VAR papers that I have read so far, don’t contain unit-root test statistics results. I replicate the codes with both unit root and stationary series. The series that have ...

Dear all, I have used Nakajima (2011) codes in order to calculate time-varying parameter VAR, but the codes don't include to calculation of the optimum lag length. This question has already been asked in this forum, but I haven't find any detailed reply. Does anyone know how to calculate the margina...

Dear Tom, Thank you so much for your time, When I use following code which you sent it, RATS reports a mistake as ## OP3. This Instruction Does Not Have An Option FFU>>>>odel=FKE,ffunction=<<<< Is it possible to give me some more advice about the code? Thanks for your support. Regards compute nstep ...

Dear Tom, This is my first post in this forum and I am not so familiar with the procedures in Rats. My main objective is to compute generalized IRF’s with following code. The dataset has 14 variables that one of them is IP. I try to give one unit of shock to each variables (expect IP), in order to g...