The RATS Software Forum

TomDoan wrote: Maybe you're using a different number of lags in the @MVQSTAT.

yes, It was lags problem.
Now it works perfect and thanx alot

TomDoan wrote: I assume this is what you're trying to do:

dec vect[series] x(%nvar)
do i=1,%nvar
set x(i) = rd(t)(i)
end do i

still gives this error:

## MAT15. Subscripts Too Large or Non-Positive
Error was evaluating entry 2355
The Error Occurred At Location 86, Line 2 of loop/block

I used this code and just want to export residuals, then in R-program calculate standardized residuals! garch(p=1,q=1,model=var1,mv=CC,variance=varma,pmethod=simplex,piters=5,rvectors=rd,hmatrices=hh, MVHSERIES=VarmaHmatrix ) gstart gend O 22 EWISE X(t)=rd(t) ## SX11. Identifier X is Not Recognizabl...

it won't because RVECTORS produces a SERIES[VECTOR] which COPY doesn't handle[/i]. to export errors vector, I used this code EWISE rd(t) = X(t) ## SX11. Identifier X is Not Recognizable. Incorrect Option Field or Parameter Order? >>>>EWISE rd(t) = X(<<<< still doesn't work :(

Now it gives me this error:

## MAT15. Subscripts Too Large or Non-Positive
Error was evaluating entry 2355

Do you mean this code? * Estimates for a BEKK with t errors, saving the residuals and the * variances (in the VECT[SERIES] and SYMM[SERIES] forms), and using them * to compute the empirical probability of a residual (for Japan) being * in the left .05 tail. * garch(p=1,q=1,mv=bekk,pmethod=simplex,pi...

garch(p=1,q=1,model=var1,mv=CC,variance=varma,pmethod=simplex,piters=5,hmatrices=Varmah, MVHSERIES=VarmaHmatrix, rvectors=Varmarv ) gstart gend O c open copy 2.xls copy(data,format=xls,org=columns) /Varmarv ## SX22. Expected Type SERIES[REAL], Got SERIES[VECTOR[REAL]] Instead >>>>columns) /Varmarv<...

hhhaa ha such a stupid mistake.Now I could ımport 93 columns. (the whole data I had). But what is limit here? if I collect the data for 500 stocks (columns) can I import to rats? and run the model. even with 2500 observations? this is important to know the limit of variables as all of my studies wil...

I mean, with this code I can estimate the model garch(p=1,q=1,model=var1,mv=CC,variance=varma,pmethod=simplex,piters=5,hmatrices=Varmah, MVHSERIES=VarmaHmatrix, rvectors=Varmarv) Now I have the hmatrices, I can get the sqrt of it.** if I can get the residuals of this GARCH function, then I have the ...

Even with the wizard, the limit of columns to import is 60.

the only way is updating?

how can I get the residuals?

As you can see I have 2500 obs.
this is like 92 stocks but I dont know to define in RATS 8.0 to input in the model in line
data(format=xls,org=columns) /MMM MO MON ...

thanx for second question

I am trying to extract Standardized residuals (RATS 8.0): system(model=var1) variables O C lags 1 end(system) compute cv0=%sigma garch(p=1,q=1,model=var1,mv=CC,variance=varma,pmethod=simplex,piters=5,hmatrices=Varmah, MVHSERIES=VarmaHmatrix, rvectors=Varmarv,presample=cv0,uadjust=%pt(eps,t,Varmarv(t...

Dear Tom; 1. How can I extend the number of variables? here I have 52 stocks, How can I extend it to 500 stocks? what is the limit? 2. How can I export "Table for Global Market Volatility" into excel format? FYI: I am using RATS 8.0 Best Regards open data VolatilityR.xls data(format=xls,or...

plz check table 3.