The RATS Software Forum

Main Topics

• RATS Version 11.1
• RATS e-courses now available at no charge
• OECD Download now available
• RATS on RePEc

You can do the whole extra calculation with the single instruction: gset hcov %regstart() %regend() = %mqform(%cvtocorr(q),%diag(%xt(vol,t))) The problem was with trying to do a COMPUTE on a single element of HCOV without the range of the SERIES[SYMM] ever having been set. GSET takes care of that. (...

ac_1 wrote: ↑Sun Jan 25, 2026 1:09 pm acKupiecBlockBoot.src is wrong, can it be fixed?

11.1 fixed a problem with parameters or options inside PARMSETS used in SUMMARIZE.

Compute the percentage of draws that are on the wrong side of the hypothesized alpha.

sstats(mean) 1 ndraws (alphahatDist>alpha)>>pctover (alphadataDist<alpha)>>pctunder

whichever of pctover and pctunder is appropriate. See the first example in the description of SSTATS.

If you put it in the Z (as a addition to the trend state), then it will accumulate in the state (it will be an innovational shift) while you seem to be describing it as a additive shift.

No. You're not bootstrapping to get an estimate of alpha; the mean across bootstrap samples should be roughly the same as the mean of the data. Instead, you're bootstrapping to get the sampling distribution and to compare that to the assumed value of alpha. So you want to count the percentage of tim...

No. That's a different type of bootstrap (which is bootstrapping data under the null). You need to compare the results with the assumed value of alpha.

The series are correct; the display in the Series window isn't. The Series window was designed for displaying information with standard dates (it was originally for displaying RATS data files) and wasn't adapted to mapped dates, which require a separate "time series" of information with t...

Version 11.1 has fixed the OECD MEI Download operation, but it only works on 64-bit Pro versions of the software. The OECD put a "throttle" that limits the number of accesses from a given IP address to 20 per hour, which forces downloading data in huge chunks (i.e. all countries, not just ...

RATS Version 11.1 is now available. The main changes (compared with 10.1) are: A new "Project" file format which groups program, data and source files (and, if desired, graphs, output files and reports) into a single file. Support for dark/high-contrast view modes Penalized least squares f...

The course materials from our e-course on Panel and Grouped Data are available for download. The course materials package includes a 195 page PDF e-book, along with the accompanying example programs, sample data files, and procedures. These are included in the "Other Resources" on RATS dis...

This course covers the most important methods now used in Bayesian analysis in econometrics, including Gibbs sampling, Metropolis-Hastings and importance sampling. The applications are to a broad range of topics, including time series, cross-section and panel data. It includes a PDF handbook contain...

The Structural Breaks and Switching Models e-course has been updated to a 2nd edition. It treats a broad range of subjects, including tests for structural breaks and threshold effects, and estimation of threshold autoregression (TAR) and smooth transition (STAR) models. More than half the course is ...

The course materials from our e-course on Vector Autoregressions has been updated to a 2nd edition. The course covers identifying and estimating VAR models, computing impulse responses and variance decompositions, historical decomposition and counterfactual simulations, structural and semi-structura...

The course materials from our e-course on State-Space and DSGE Models have been updated to a 2nd edition. The course materials include a 310 page PDF e-book, along with the accompanying example programs, sample data files, and procedures. These are included in the "Other Resources" on RATS...