The RATS Software Forum

Dear Tom many thanks. Just wondering is there a procedure that I can use for this. The AR(2) term is negative . Also how do we get the amplitude of the cycles.
Thanks again

best wishes
Rosen

Dear Tom,

I am new to State Space model.
I am running a perron wada (2009) model with 3 breaks in the trend.
I have got the cycle component. I was thinking how do I estimate the length of the cycle.
I know it should be 2pai/lamda. How do I do it in rats.
Many thanks.

Best wishes,
Rosen

Dear Tom, I am trying to run the run a 3 variable model. I am using the Bayesian method . Instead of using the variances I want to use the coefficients matrix to identify the regimes. I do the following; ewise voil(i)=betasys(i)(2,2) compute swaps=%index(voil) if swaps(1)==2 Do I have to change any ...

Dear Tom, Is it ok if I do my counterfactual simulation the following way; @MSSysRegSetModel(regime=1) compute mixmask=||1.0,0.0,0.0,1|| compute mixonly=factor*%diag(mixmask)*inv(factor) dec vect[series] mixshocks(4) do t=gstart,gend compute %pt(mixshocks,t,mixonly*%xt(vresids,t)) end do t * forecas...

Dear Tom,

is there any way this can be done .

Thanks again.

Best regards
Rosen

Dear Tom, I am running a four variable markov switching VAR. I am trying to do a counter factual simulation after the VAR. To see the impact of the 4th variable on the 1st one ,setting the other two zero. I am using the following code; compute mixmask=||1.0,0.0,0.0,1|| compute mixonly=factor*%diag(m...