The RATS Software Forum

Sir, Thank you so very much for your kind help.I have added 7 more years monthly data but there is still problem with convergence is it close to converged ? Is there any solution ? MV-CC GARCH with VARMA Variances - Estimation by BFGS NO CONVERGENCE IN 200 ITERATIONS LAST CRITERION WAS 0.0000739 Mon...

Sir, I hope you are well and sound.I have implemented VARMA-GARCH in rats but not sure if i have correctly put the parameter in right place . i have also put the model(equation) i wanted RATS to do for me . from rats output i have taken the value and put it on excel to see a clear picture . Please t...

Sir, You are right ,i tried to do it in rats but could not figure out how to get this result .I did the followings: 1.Loaded the data on Rats. 2.Clicked on Time Series 3.Clicked ARCH/GARCH(Multivariate) 4.From the Multivariate Garch Wizard , I choose dependent variable as Country risk return of UK M...

Sir, I hope you are well and sound. I will glad if you could please help me to estimate spillover effect parameters. I have four variable( Country risk return for UK, Tourism growth rate of UK, Country risk return of France and Tourism Growth rate of France) like the paper of Hoti & McAleer 2007...

Sir, I hope you are well and sound. I have manage to get WinRats . I am trying conduct similar study like 'Modelling international tourism and country risk spillovers for Cyprus and Malta'(Tourism Management ,vol 28, issue 6 and page 1472-1484) by using VARMA-GARCH(2003) and VARMA-AGARCH(2009). I co...