The RATS Software Forum

Hi,

I´m doing analysis on global value chains and trying to import OECD input-output -matrix into Rats. The problem is that I have headings on the first column and row. Is there any reasonable way to import that kind of (large) data?

Thanks for any answer!

Hi Tom, I´ve got one last question about the LB-Q -test. How can I measure the significance level of the test? For example at 5% level? Here´s just some random output I have: Multivariate Q(8)= 39.10582 Significance Level as Chi-Squared(32)= 0.18091 How do I know are they significant or not? Thanks!

Thank you Thomas! I have one question about the graphs. How the mean correlation of period under observation can be graphed also in the same graph with dcc -correlation? Is this possible in RATS? I can make graphs of dcc -correlation, but could not find how to add mean into it?! Thanks again, and me...

Thank you sir!


Here´s an example of desired output table (in red). Hopefully it will clear the previous question. So that can be done via mvarchtest and mvqstat? The last question, does RATS show in the output when output from Q-test is significant? Since that was one point in this.

Okey, seems that I have to ask one more and (hopefully) last question. In this topic, there´s has been some question about the LB Q-stat. in a multivariate environment. I´m in the same process. I´ve got now few outputs and I´m a bit confused: should there be any sign (like * to 5% for example) to sh...

Thank you Thomas for your amazing answers (as always) !

One more to go: Do you find it problematic if in DCC-process A&B are both small and insignificant, but in ADCC both parameters are significant (with a sum over 0.99) ?

Regressions are run with same data and with same pairwise countries.

Thank you Tom for an amazing answer! Sorry to still continue on this matter, but I´d like to make this clear once and for all; at which point I can say that the two series are conditionally correlated? I mean, I understand the part of t-sats in this matter now, but if B´s "always" close to...

Thanks for your answer! I have (daily) data including over 2000 observations, so should be enough. The A is small (0.013) but with t-stat of 1.1 which does make it as insignificant (should be around 2), while B´s 0.95 and 16.2 (significant). The question was considering on parameters significance, w...

Hi dear Tom, I have a question related to above questions & answer. I have estimated condition correlation of stocks and bonds with pairwise regression with DCC-model and got that DCC-arch-effect is statistically insignificant while DCC-garch-effect was strongly significant. What is explanation ...

Hi, I´m estimating the dynamic evolution of stock market integration between China, Japan and South Korea from 2002 to 2012. I have been using mostly eviews and stata during the past years, but since I do not have them now, I have gone learning by doing with the Rats. I have estimaded dynamic condit...