The RATS Software Forum

Are you saying that your variable is the net flow? (inward minus outward or vice versa)? Obviously you can't do logs of a series that could be zero or negative. If your model has the net as the explanatory variable, you may need to think of a different way to express the relationship---deflating by...

TomDoan wrote:What is FDI that it would have negative values?

Thank you for your kind response.
Its FDI inward and outward flow (US dollars at current prices in millions)

Tom, I have a an heterogeneous panel model such as; lnex = A+Byear+ Clnfdi But some of my data (FDI) contains negative values. So, what is the best form to handle or deal with (transform) the negative values, given that they are not in single form? I hope to find the long-run relationship. Please i ...

Good day everybody,

When the residual dates in Andrews-Quandt and Andrews-Ploberger comes before the Variables (All Coeff) structural break point dates (i.e the robust F-statistics date (1981) before Break point statistics date (1987)),Please what does this denote?

Thank you.

OO

Good day,

Just like we have adfautoselect for ADF lag selection, can i find any code in RATS for Phillips-Perron (PP) bandwidth or lag selections?

Thank you

TomDoan wrote:Sounds like you're running a model with quite a few lags. It's possible that the pi option is too small given the size of the data set and size of the model you're running.

Thank you Tom, i have figured-out what the problem was. It's ok now.

Hello, I want to perform regression model structural break test for an unknown point using APBreaktest. RATS seems to "cooperate" very well with my data until its gets to computing the robust F-Statistics. In order words, there is an error computing the graphical robust statistics. Is ther...

Thanks my brother. It is clear now. I have done it. There is convergence in the GMM Estimate and the mean value tally. You are really the best. Please i want to know whether the lags value in the nlsystem is always 4 in this code. Or how can it be determine. Thanks

Hi Tom, Thanks for your comment. I can see that the data is flat. Does non Convergence of the GMM denote Lack of Arch Effect as suggested by the MCLEODI VALUES? Most Importantly, How does one determine the lags value as used in page 20 - 22 of your e-course "ARCH/GARCH VOLATILITY MODELS", ...

Hi Tom, Thanks for your comment. I can see that the data is flat. Does non Convergence of the GMM denote Lack of Arch Effect as suggested by the MCLEODI VALUES? Most Importantly, How does one determine the lags value as used in page 20 - 22 of your e-course "ARCH/GARCH VOLATILITY MODELS", ...