The RATS Software Forum

I have to wait hours time (uncertain) and re-click the retry button so that the windows version got opened.

Dear Tom,

'BEKK rarely works above 4 variables'. Does that because over-parameterisation?

Thanks
Bill

Dear Tom,

Is it possible to do the q test on the squared residuals of VAR? I know the @mvarchtest procedure but still wondering an alternative.

Thanks a lot
Bill

Dear Rats Team, Thank you for your very useful software but I think I possibly find two errors. The first is that the submenu of Report Windows does not show in Mac system and my system information is as in the attachment. I don't know where it was wrong(there has been results of regression). The se...

Dear Sir/Madam, I got few questions and not sure whether could be given some kind lights from you, thanks. 1、In var-dcc-garch model, the coefficient DCC(B) of outcome is extremely close to 1 which is 0.99**, is that okay? Though DCC(A) + DCC(B) still less than 1 but that made me a little afraid wond...

%MODELLARGESTROOT(mdl) gives the largest root, which is generally all you need. If you really want all the eigenvalues (there are a lot of them!!) you have to get the companion matrix (%MODELCOMPANION function) and use the EIGEN instruction. Note that there will typically be a fair number of comple...

%RESIDS has the residuals from the final test regression. Dear Tom, Yes, I had the impression of %RESIDS but last time I used set res=%RESIDS or compute res=%RESIDS then print res, they all inevitably did not work and this time I use directly CORRELATE(QSTATS,SPAN=1,NUMBER=20) %RESIDS and it gets t...

Dear sir or madam, One little question. In our school class, it is requested to ensure the residual after the ADF process to be of non autocorrelation, but it was performed by other software then. Sine it is achieved by the procedure, dfunit, and only get the result of ADF, I'm not sure where I can ...