The RATS Software Forum

Is it possible for transform two correlated series into uncorrelated by doing cholesky decomposition?

Hello Tom!How Can I compute a variance decomposition for two series in a linear regression(y dependent variable,x independent variable) as in a VAR system?Thanks in advance!

Thank you for your help,the typo t+h is becuase I want to calulate sth like linreg(lags=30,lwindow=newey) LIND # constant LIND{1} LIND{2} SHOCK{1} linreg(lags=30,lwindow=newey) LIND # constant LIND{2} LIND{3} SHOCK{2} linreg(lags=30,lwindow=newey) LIND # constant LIND{3} LIND{4} SHOCK{3} linreg(lags...

Hello,Tom!I got a question about impulse response of linear regression.The regression equation is attached,What should i do to construct the IRF of variable Yt to shock of variable Zt,like considering the impulse of output to oil price shock...should I use impulse option or forecast?

Hello ,Tom!I am trying to estimate a two-variable model where the squared VIX(actural data) and the past realized variance(RVAR) are used as predictors,the equation is attached.How can i get the fitted value in rats?

I used the print window as in the graphs I attached( i am sorry that I am using the Japanese version right now,so i will try to make it clealy). Step1,I clicked the print button to produce a print window. in step2 i checked the button which means[ export to file] in the print window. In step3 i chan...

Thank you very much!It works fine. And I got another question about printing a landscape graph.This is the code open styles comcom.txt grparm(import=styles) env gsave="c:\Estima\test.rgf" gformat=LANDSCAPE spgraph(vfields=3,hfields=4,STYLE=SYMBOLS) spgraph(rgf="c:\Estima\comp1.rgf&quo...

Hello Tom! I used this code to create a style file, the lines and colors are OK.But it did not produce any symbol I want ,is there sth wrong?

I am sorry ,it means when I add the eps graphs produced by Rats in a latex file ,the error as attached appears .... i have tried many other ways to import the graphs produced by rats into latex,such as converting the wmf format into png,it works fine but the graph is not that clear.

It means i click the graph and save it as an eps graph as shown in graph attached ,but it failed to appear in latex.
And I also change the root into ,the graph was saved but it also cannot be read in latex this time.

Hello Tom! I need you to help me exporting the graphs in eps format,I failed with the code environment gsave="c:\output.eps" gformat=portrait ,and also failed with clicking the graph to export in eps. i don`t know how to solve this .I need to add the graphs in latex. Can you help me? Thank...

Thank you very much!It woks fine. And I'm sorry for that I did not make it clearly.Actually I am running this program now for the US data,and I run it again for Japan data,the question is how can i get the impulse responses of the same variable such as the assets in one single graph? Thanks in advan...

Hello Tom!I got some questions about compute spgraph,first I got errors like Subscripting Error. Had Array Reference with (). Needed (INTEGER,INTEGER) ## SX27. Illegal Combination of Data Types for Operation >>>>ader=shocklabels(5)<<<< when i compute my code compute shocklabels=||"Y","...

Hello Tom！I have no idea about how to generate the variance composition in this procedure ,is there any examples?

I have no idea about how to generate the variance decompositon，should I use errors(model=varmodel,steps=nstep,factor=swish)？ *1. Cholesky factorizations * compute f=%decomp(vsigma) compute fd=%xdiag(f) ewise f(i,j)=f(i,j)/fd(j) impulse(steps=nstep,model=varmodel,responses=responsefirst,factor=f) com...