The RATS Software Forum

hi
I would like to calculate the generalized impulse function for a nonlinear model (STAR model)?

hello
i change LINE by DOTS?
and the results is a ligne

thank for information
i finally used the original series with the critical value: %
1% -2.82
5% -2.22
10% -1.92

hello i try to represent the graphic of LSTAR /ESTAR, but the results is wrong CALENDAR(M) 1980:1 OPEN DATA "C:\Users\LAPTOP\Desktop\RATS\lnTCER-1980.RAT" DATA(FORMAT=RATS) 1980:01 2015:07 lnTCER_Tunisie stat lnTCER_Tunisie * * GRAPH(STYLE=LINE,HEADER="séries des taux de change éffect...

Hello
i would to use the Kapentanios and al. 2003, but in the text that precise that it use the de-meaned data to have the T (NL)? and to compare the value with the critical value correspondante
??

i would like to use the STGARCH model ; you known this model?

thank you, great...
i have an other question: for the Terasvirta procedure, its true to devise par the standard error the exponential function

flstar = %logistic(scalef*gamma*(x{7}-c),1.0) with the scalef = 1/standard error ??

i re-excute the programme when i devised by the standard variance, but the same results Statistics on Series X Monthly Data From 1995:02 To 2012:11 Observations 214 Sample Mean 0.000814 Variance 0.000433 Standard Error 0.020807 SE of Sample Mean 0.001422 t-Statistic (Mean=0) 0.572199 Signif Level (M...

thank's Tom

but the first time i have some results
and according to the model, we divide by the standard deviation if Gamma is high

hi I try to use the procedure of Terasvirta for the Smooth model, but the parameters of a nonlinear part, isn't estimate (phie2 =0.000, for all case) :cry: and the code that i adopt is: CALENDAR(M) 1995:1 OPEN DATA "C:\Users\LAPTOP\Desktop\RATS\lnTCER.RAT" DATA(FORMAT=RATS) 1995:01 2012:11...