The RATS Software Forum

Dear Tom and the Users,

I would be most grareful if you could share the code that enables to draw confidence bands in the IRFs of Kilian and Vigfusson (2011).

Regards;

Dear Tom; Here is the code below to replicate the Pretesting For Multi-Step Ahead Forecasts with STAR Models, International Journal of Forecasting 31(2), 2015. pp. 473-87. I downloaded it from http://www.time-series.net/time-series_papers. But I got "Null Hypothesis : The Following Coefficient...

Thank you very much, Tom. This time I used @REGCRITS and the code worked . It also requieres reset.src that can be downloadable from https://estima.com/procs_perl/mainproclistwrapper.shtml.

Dear Tom; I replicate the code related to The Asymmetric Effects of Uncertainty on Macroeconomic Activity- http://www.time-series.net/time-series_papers -. When I implement the Code(Table 1), I got the warning "## CP18. BIC is not the Name of a PROCEDURE. (Did you forget to SOURCE?)". Has...

Dear Tom; I dlownloaded the lagselec and ran the code; however, I got "Statistics on Series TREND Observations 2010 Sample Mean 1005.500000 Variance 336842.500000 Standard Error 580.381340 SE of Sample Mean 12.945398 t-Statistic (Mean=0) 77.672389 Signif Level (Mean=0) 0.000000 Skewness 0.00000...

Dear Tom and all the users; I am looking for a threshold-ARDL model code written in RATS to estimate the models in Asymmetric oil product pricing in India: Evidence from a multiple threshold nonlinear ARDL model (https://www.sciencedirect.com/science/article/pii/S0264999316302255) and The Asymmetric...

Dear Tom; When I delete the seasons from the main file, I got the warning as " Value 0.45026526 t-Statistic 3.24838 Standard Error 0.13861222 Signif Level 0.0014908 NA NA NA Summary of Function of Coefficients Value NA t-Statistic 0.00000 Standard Error NA Signif Level 1.0000000 Summary of Func...

Dear Tom; I chnaged the parts of the to RATS_codes to "@GregoryHansen(model=CONSTANT,method=AIC,MAXLAGS=12,nograph) # lipc_1 ltc_1 lwpx lpib " Howver, I get the warning "Gregory-Hansen Cointegration Test Null is no cointegration (residual has unit root) Regression Run From 1975:03 to ...

Dear Tom; I downloaded the code from https://dataverse.harvard.edu/file.xhtml?fileId=2418857&version=2.0. However, I get the signal "## SX11. Identifier AIC is Not Recognizable. Incorrect Option Field or Parameter Order? >>>>TANT,LAGMETHOD=AIC,<<<< Is it possible you meant I If the name isn...

Dear hasanov, i would be most grateful if you could send me the data file.txt?