The RATS Software Forum

Thanks for the confirmation.

Thank you Tom! It worked this time. The manual calculations based on Sij matrices now exactly match the results from JOHMLE procedure. To repeat the question I noted previously, should the last line be: compute dualvectors=%xsubmat(dualvectors,1,numvar,rank+1,numvar) instead? The code I pulled out o...

Thank you so much, Tom! This is exactly I wanted. Is that possible that the last line should be: compute dualvectors=%xsubmat(dualvectors,1,numvar,rank+1,numvar) Since G-G eqn(24) indicates the dual vectors are the last (numvar - rank) vectors? I'm not sure what the double %% sign are for. I ran int...

Hi, I'm estimating a VEC model in CATS 2.0, as shown below: *********************************** CALENDAR(Q) 2000:1 DATA(FORMAT=RATS) 2000:01 2020:02 X1 X2 X3 X4 X5 DS1 DS2 DI3 @cats(lags=3,exo,break=level,dummy,dettrend=cidrift) # X1 X2 X3 X4 # X5 # 2007:4 # DS1 DS2 DI3 *****************************...