The RATS Software Forum

I just think I found it. I must use it as in:
So that it declares the series money. Hope it is okay.

I need to do a series of regressions by changing only one dependent variable at a time. I read the manual and I think the correct way to do it is by the dofor instruction: dofor money = SUMM1 SUMM2M SUMM2 SUMMZM SUMALL SET y = GDP_N SET z1 = TB SET z2 = cpi SET z3 = money linreg(noprint) y /RESIDS #...

Thank you very much!

I tried the manual first but I could not find it...sorry...

What is the instruction to include a time trend in a regression?

Thank you

OK now I run the program: CALENDAR(M) 1973:11 OPEN DATA "C:\Users\User\Desktop\110722 Energy RATS\dataus.txt" DATA(FORMAT=PRN,NOLABELS,ORG=COLUMNS,TOP=2,RIGHT=3) 1973:11 2007:10 DATES OIL IPI /* PRE-ESTIMATION */ dec symm[series] hhs(2,2) clear(zeros) hhs equation oileq oil # constant hhs(...

Here is how I modified the code based on the above: CALENDAR(M) 1973:11 OPEN DATA "C:\Users\User\Desktop\110722 Energy RATS\dataus.txt" DATA(FORMAT=PRN,NOLABELS,ORG=COLUMNS,TOP=2,RIGHT=3) 1973:11 2007:10 DATES OIL IPI I assume that with the following I manage to create a matrix that will s...

The first of the two looks correct. Generally, you only include the "own" covariances in the mean model. The second one clearly is incorrect, because you're including current OIL in the equations---perhaps you mean OIL{1} which would put the lagged value in. Tom thank you again for all th...

Running the above program I get the following output: MV-GARCH, BEKK - Estimation by BFGS Convergence in 159 Iterations. Final criterion was 0.0000000 <= 0.0000100 Monthly Data From 1973:11 To 2007:10 Usable Observations 408 Log Likelihood 2090.6861 Variable Coeff Std Error T-Stat Signif ***********...

Thank you Tom. I was hopping to avoid that as I am new to RATS programming and I had already read page UG301 and I came up with the program CALENDAR(M) 1973:11 OPEN DATA "C:\Users\User\Desktop\110722 Energy RATS\dataus.txt" DATA(FORMAT=PRN,NOLABELS,ORG=COLUMNS,TOP=2,RIGHT=3) 1973:11 2007:1...

I tried to follow the manual and wrote this code but it does not work I get the message:



Uploaded with ImageShack.us

Hello,

How can I estimate a multivariate GARCH in the mean model within the GARCH Wizard?