The RATS Software Forum

Dear Tom,

In rats, I run regression model for example, then i want to gain residual data of the model. I mean I have to print the residual into excel file. What should I do?

Return my case, could you show me how can I print RHO series into excel or rats file?

Thanks in advance,

Dear Tom,

Please help me find the average correlation coefficient in DECO model s the following paper:

(https://www.sciencedirect.com/science/a ... 7119310416)

As the sample codes shown, I did not see this figure.

Your help would be appreciated,

Regards,
Ngo

Hi Tom,

Could you please show me how to save GARCH variance series as a new variable when estimating M-GARCH type models?

I have read through the GARCH instructions. But I cannot make GARCH variance series for univariate GARCH? Or bivariate GARCH.

Thanks in advance

Hi Tom,

There are two kinds of copula models. First is constant and second is time-varying copula model.

May i ask you that we can estimate both models in RATS 10?

Please give me advice,

Hi Tom, please tell me parts of user's guide 10 where I can find info related to the example COPULA.RPF.
Thanks.

Hi Tom,

Do you have the sample paper of garchmv.rpf using copula GARCH? I see the codes but do not have any info related to this example.

I am looking forward to hearing from you,

Ngo

Hi Tom,
I understand.

Thank you so much for your kind help.

Hi Tom, According to this paper: (https://www.sciencedirect.com/science/article/pii/S0275531913000792). With the output here: Variable Coeff Std Error T-Stat Signif ************************************************************************************ 1. MU(1)(1) -0.177468454 0.382220736 -0.46431 0.64...

Hi Tom, According to your guide, I have run the MS-VAR model with two variables. r1 = c +Phi r1(-1) +Phi r1(-2) +Phi r11(-1)+ Phi r11(-2) + e I see from the output. There are two regimes, but according to the above paper, they reported only one regime. Which one can i choose? Correlation coefficient...

Dear Tom,

May you send me the paper: "International business cycles : regime shifts in the stochastic process of economic growth"

I cannot find it, so i have not understood the coding.

Please send the paper to email: hung.ngothai@gmail.com

Thank for your kind assistance,

Ngo

Hi Tom,

Your instruction would be appreciated,

I would attach simple data consisted of 2 variables. Please give me an example code to estimate the similar outcome of above paper. MS(2)-VAR(2)

Please help me. The sample paper of Krolzig is different.

I am looking forward to hearing from you,

Ngo

Dear Tom, May I ask you a question related to MS-VAR. According to paper Walid & Duc (2014) http://www.ipagcn.com/wp-content/uploads/recherche/WP/IPAG_WP_2014_388.pdf Two variables, stock and exchange returns. I do not know how to estimate correlation coefficients between two regimes. And the re...

Dear Tom, Thanks for your comments. But i cannot run the classes of plots folowing the codes: * graph(header="Figure 2. Total Volatility Spillovers, Four Asset Classes") # totalspill rstart+nspan-1 rend * spgraph(vfields=4,hfields=2,$ header="Figure 3. Directional Volatility Spillover...