The RATS Software Forum

Dear tom,
i am confused about the following code:

set fiddlef = %ran(1.0)
do i=1,%nvar
set fiddled(i) = fiddlef*u(i)
end do i
why do you multiply fiddlef by u(i)?
thanks

Dear tom,
my modified nonlinear impulse response of Balke(2000) runs OK,but i find the IRFs lacks of confidence interval, so i wonder if there is a way to construct the confidence interval or regarding code?
Best Regards,
Zhuorui YI

Thanks tom, I seem to know what you mean,so i modify the panel instruction,as shown below.But i don't know if it is correct. panel(group=d1{0},id=values,identries=entries) d1 rstart rend { if upper==2.and.values(3)==2 { compute rdates=entries(3),nrep=%size(rdates) } else if upper==1.and.values(2)==1...

Dear tom , I genuinely appreciate your help and support about the above questions.Although my modified threshold VAR(three regimes and one lag of WTI is threshold variable) runs OK , it seem to be the exact same output of GIRF under the different regimes(my attention are Girf(1)(2,1)、Girf(1)(3,1)、Gi...

Dear tom, I choose a SUR instruction to pick the threshold since my model is a near-VAR.(In fact, i identified error correction term through the Cats and restricted some variable to weekly exogeneity,and added with some dummy variable ,and then every equation become diffrent ,so i have to choose to ...

Dear tom, Thank you once again. Following your advice,i modified the code and the regarding code is : equation aa g3year # constant g3year{1 to p} g3month{1 to p} equation bb g3month # constant g3year{1 to p} g3month{1 to p} set thresh = sspread{1} @gridseries(from=-.30,to=.05,n=300,pts=ngrid) rgrid...

Thanks tom, I am still a bit confused from your response. If my threshold is a 3 lags of credit rather than a moving average of some form of the "credit" variable,i am not sure weather the following code is correct: frml(identity) thrfrml credit = credit{3} and the group instruction will b...

Dear tom, I am confused about the "thrfrml" in the "tvar_irf" code all the time. In the paper of Balke(2000), the variable are d1y、d1p、money、credit.Why the "thrfrml" should be added to the "group" instruction and what does this "thrfrml" mean ? Anoth...