The RATS Software Forum

I have the following output from the @PERRONBREAKS procedure: ############################################################# Unit Root Test, Series LFP Regression Run From 1987:02 to 2013:02 Observations 323 IO Model: Crash with 1 breaks With 2 lags chosen from 12 Selection by AIC Variable Coefficien...

Hello Dr. Doan, Please consider coding the estimations done in "The Role of Oil Price Shocks in Causing U.S. Recessions" by Lutz Kilian and Robert Vigfusson, Journal of Money, Credit and Banking, Vol. 49, No. 8 (December 2017) https://onlinelibrary.wiley.com/doi/abs/10.1111/jmcb.12430 . Co...

Hello, I am trying to run LINREG in a DOFOR loop with different variables as dependent variables, and monthly dummies as independent variables, and then extract the residuals of each regression into respective residual variables. The model runs but the generated vectors of residuals are empty. Plea...

Hello, I am trying to run LINREG in a DOFOR loop with different variables as dependent variables, and monthly dummies as independent variables, and then extract the residuals of each regression into respective residual variables. The model runs but the generated vectors of residuals are empty. Pleas...

A couple of questions:
1. What is the ECT variable in the Excel file?
2. How were the factors 0.25 and 4.0 chosen for defining the two volatility regimes?

Thanks,

Thank you very much for this generous help Dr. Doan. I am still learning RATS syntax. So, would be really grateful if you Could please clarify the following doubts: 1. What's the purpose of the lines "dec vector scales" and "compute scales ||1.0, 2.0, 4.0, 10.0||"? What do the ve...