The RATS Software Forum

Thanks Tom. For those interested: The paper "Testing for a unit root in variables with a double change in the mean, Jesus Clemente, Antonio Montanes, Marcelo Reyes, Economics Letters, 1998" extended the analysis of Perron/Vogelsang to a double structural change in the mean. The above paper...

For the one break model, they are in Perron and Vogelsang(1992), "Nonstationarity and Level Shifts with an Application to Purchasing Power Parity", JBES, vol 10, no 3. This is probably more interesting for the observation that different ways of handling level shifts may be appropriate for...

Something's clearly wrong with that. You're defining stilde inside the k loop, using %beta(1)*t while the regression done in that doesn't have t even in it (the first regressor is y{1}). Then you're re-defining outside the k loop based upon the value of k. My suggestion to start is that you fix the...

I appreciate you taking the time. Changed to this. do k = 1,5 set sine(k) = sin(2.*%pi*k*t/%nobs) ; dif sine(k) / dsine(k) set cosine(k) = cos(2.*%pi*k*t/%nobs) ; dif cosine(k) / dcosine(k) com aic_min = 10000000. enter(varying) reglist ; # constant sine(k) cosine(k) lin(noprint) y start * resids ; ...

Sorry but its still not working!

I'm running and combining quiet few Enders and Lee Fourier Unit root programs. Some with success and some not. I managed to get the DF and LM UR tests for cumulative frequency working but Attached is the single frequency program where the DF part runs fine (I hope) but the LM version is giving me al...

Hi , I have 5 if statements. When I run the program with only the first 2 if statements, it correctly executes and replicates results, however when I include the 3rd, 4th and 5th if statements, it does not. I tried a "5" branch decision with no success. I appreciate any help. Thanks. Jamal...

You can use SUMMARIZE to do that. (You have to write the function in terms of the %BETA coefficients). See, for instance, the Harvey textbook example harveyp393.rpf. <edit> Upon further review, you can actually do this directly if all the calculations are done in one go: summarize(numerical) %polyv...

Hi Tom, I'm estimating quiet few ARDL models and the example/program distriblag.rpf was very helpful. Assuming I'm doing it right and After extracting the long-run response for example of Y to X1 via compute arpoly=%eqnlagpoly(0,Y) compute dlpoly=%eqnlagpoly(0,X1) compute ardlpoly=%polydiv(dlpoly,ar...

Hi Tom, Not sure if this the right place to post this but I'm having difficulties replicating the UR tests. The code runs fine for the DF part but creates error when trying to compute UR for all commodities as it can't find the lagselect src file (## CP18. LAGSELECT is not the Name of a PROCEDURE. (...