The RATS Software Forum

Hello, It's seems that the topic has been already discussed before, but I don't udnertsand how to plot IRF for Markov-switching. I get a message error related to %%responses function. I tried to udnerstand what should I do but it doesn't work. Is it possible to guide me and tell me what piece of cod...

I have removed the g variable but the problem remains: the bug comes at line @MCProcessIRF(model=MSSysRegModel,lower=lower,upper=upper,irf=irf) Concerning the Generalized FEVD, I found this paper from the CREATES: http://econ.au.dk/fileadmin/site_files/filer_oekonomi/Working_Papers/CREATES/2014/rp14...

Dear moderator, I would like to plot regime-dependent IRF with the MCProcessirf procedure. I use the Ehrmann et al. (2003) replication code. Furthermore, is it possible to use a rats existing code to implement generalized IRF and FEVD (rather than orthogonalization) IN the code of Ehrmann et al. (20...

Hi,
I have a simple question: What is the name of my data matrix, that is, those loaded with the command "data". I would like to know the number of columns/series loaded in Rats but don't know the argument in place of "A"
Thanks