The RATS Software Forum

If you're doing a unit root test on the difference (or rate of change) then you would certainly expect to reject unit roots. And the unit root tests for breaks are *not* tests for breaks, but test for unit roots allowing for breaks. (Breaks in the process can produce false acceptance of unit roots)...

Hi everyone, I have been trying to play with some enrollment data from my postsecondary institution. I wanted to see if it was possible to use a simple ARMA process to forecast short term enrollment since what my institution does currently is just assume that enrollment will increase by 150 students...

Use either the MATRIX option or the PATHS option to force shocks over multiple steps. Something like set rshocks 2024:7 2026:6 = %if(t==2024:10,-0.5,%if(t==2024:12,-.25,0)) forecast(model=canvar2, from=2024:7,to=2026:6,result=canvar2shocktest,paths) # * * rshocks * * * ---------------------------- ...

Hi Tom,

This was really helpful, thanks a ton!

Regards,

Hello, I have been trying to introduce shocks in a 6 Variable VAR with Exogenous variables to simulate the effects of interest rate decisions in GDP and CPI.I have monthly data from 1997:1 to 2024:7. *VAR Setup system(model=canvar2) variables rgdpagr cpiagr t0yrate n0ebill exrateagr m1ppagr lags 1 t...