The RATS Software Forum

Hi All I have a pretty basic question. Having used an estimated co variance matrix to calculate optimal weight ratios I now need to transform this data under three simple conditions. If weight is between 0 and 1 leave it, below 0 set to 0 and above 1 set to 1 Does anyone have the simple coding for t...

Thank you very much for your quick reply. Helped immensely.

Hi I am running a multivariate garch model as specified by McAleer with varma variances. Statistics and analysis of univariate models suggest strongly the standardised residuals are non-norm so using robust errors. My question relates to this, when I increase the number of initial iterations of an i...