Search found 4 matches

by mjchang36
Sun May 31, 2020 4:07 am
Forum: RATS Procedures
Topic: DMARIANO—Diebold-Mariano test
Replies: 39
Views: 89673

Re: DMARIANO—Diebold-Mariano test

Dear Tom: Thank you for your reply. I dowloaded 'clarkforetest.src' and placed it in the same file with my all other Rats codes. However, the same problems still happen. I would like to make sure if the command, @ClarkForeTest, really works in your computer? I'm wondering if any other similar comman...
by mjchang36
Sun May 24, 2020 11:49 pm
Forum: RATS Procedures
Topic: DMARIANO—Diebold-Mariano test
Replies: 39
Views: 89673

Re: DMARIANO—Diebold-Mariano test

Hello everyone: I did some OOS forecasting using Rats 10.0, and then utilized both @dmariano & @ClarkForeTest to test predictive accuracy. @dmariano worked very well, but failed to run @ClarkForeTest. I have downloaded the source file (clarkforetest.src) from Estima official website for sure. I ...
by mjchang36
Tue May 12, 2020 8:43 am
Forum: General Econometrics
Topic: any parameter instability for nonlinear least square (nlls)?
Replies: 2
Views: 57752

any parameter instability for nonlinear least square (nlls)?

Hello everyone:
I wolud be very pleased if you inform me whether there is any written code for testing parameter stability for nonlinear least square model in RATS or suggest me any applicable test for that. Thanks with regards.
mjchang36