The RATS Software Forum

Thanks for the reply, Todd. But I think we are still not on the same page. These are the notes from the January 2014 version. FIRST: 07-25-2010 * REVISED: 05-02-2013 TO CORRECT THE ORDERING OF GIBBS STEPS PER DEL NEGRO AND PRIMICERI (2013) * REVISED: 01-27-2014 to correct an error in not initializin...

Yes, thanks, there seem to be now errors now. But, Todd has previously stated that the January2014 version corrects for some bugs from the original program version (as quoted below) I'm sorry for the problems. There was in fact an error in the procedure file in a failure to initialize the volatility...

Dear Tom and Todd, thank you both for the quick response. According to your advice, I trimmed the model to 3 variables and 2 lags. This time I get the error message ## SR10. Missing Values And/Or SMPL Options Leave No Usable Data Points. Could you please help me? Just to mention, according to your p...

Dear Estima team, could you please help me with the following problem? I am trying to apply the VARTVPKSC.correctedJan2014 procedure on a dataset of my own. I have a 6-variable model with 3 lags. When I try to estimate the model, RATS reproduces the following error: ## MAT14. Non-invertible Matrix. ...