The RATS Software Forum

I know I annoy you so much, sorry for that, but can you help me the last question,please..
how can I write code for: H0: #3 = #4 =0, #5 = #6

It's sometimes a bad idea to copy code from a user's question. In: equation mkteq mkt # constant dy hhs(1,1) hhs(1,2) hhs(2,1) hhs(2,2) equation iaeq ia # constant dy hhs(1,1) hhs(1,2) hhs(2,1) hhs(2,2) hhs(1,2) and hhs(2,1) are, by construction, identical so you can't use them both and have nothin...

oh, I just see that reply,thank you so much!

Just add the ASYMMETRIC option to the GARCH instruction. For QMLE, just add the ROBUSTERRORS option (that's described in the v9 User's Guide in Section 9.3.7). The test for univariate vs multivariate is very uninteresting. The likelihood for the univariate models doesn't allow for any contemporaneo...

restrict(title="Test of Equality betowen the two Coffcients delta1 and delta2") 1 # 3 # 4 restrict(title="Test of Equality betowen the two Coffcients pi1 and pi2") 1 # 3 # 4 delta1 and delta2 are coefficients 3 and 4. pi1 and pi2 are 5 and 6. The tests would be done as restrict(...

Because of symmetry H(2,1) and H(1,2) are the same, so you should leave one out of the regressor list. As you have this set up, yes, the effect of the variance of oil on the mean of IP is coefficient 7. Dear TomDoan If I use above code, but in my equation there is a asymmetric term,and use quasi-ma...