The RATS Software Forum

You have 34 series, 2 lag VAR on 53 data points. That won't work. You really shouldn't have the NOPRINT option on the ESTIMATE until you have this working. I understand that you're trying to extend this to some new countries, but if there isn't the right data, you won't be able to make it work. Dea...

Hi Tom, Thanks for your instant reply. Can you check with my data and code again. See attached please. The new problem is that Rats tells me "Empty Range on Series SPILLVOLS". I am kind of stuck here and can't find the problem. Another point is that I find that the value of spillover in th...

Hi Tom, Recently I was trying to replicate Diebold-Yilmaz EJ 2009' s paper with my own dataset. The same as their paper, I need to calculate the spillover index. My data includes 47 countries span 2007 through 2012 in a weekly form. I've attached the data and code, can you please check with it to se...