The RATS Software Forum

Hi, I try to simulate data from a CATS model as the following. However, only the first round it works. When it goes to the second round, the SIMULATE commend will return an error saying "## SR6. Missing a Necessary Parameter. Check Instruction Syntax" I am lost. Thanks for any possible com...

Hi, I have a matrix [rectangular matrix], A. I want to treat each column as a series, and transform A into a vec[ser] variable C. I encounter a problem that can be represented by the following code: dec rec A(3,2) comp A=||1,2|3,4|5,6|| dec vec[series] C do i=1,2 do j=1,3 gset C(i) j j = A(j,i) end ...

Thank you so much.

Hi, I want to simulate a data series of Y that follows a state-space model: Y=PI*S S=M*S{1}+G*e, where e has a identity variance-covariance matrix. I want RATS to start from S(0) as a zero vector, and simulate a Y data series. Here is what my program is and the outcome. But my simulated Y series is ...

Trying to stack two matrices into one, but no success for days. Can anyone help me to see which part goes wrong? Thanks. Here is my program and output: [1] DISP TR(ALPHAORT) 0.97456 0.22411 9.39326e-04 0.00000 0.01159 -0.05039 0.00239 0.99866 [2] DISP TR(%ALPHA1)*INV(OMEGA) 6662.33384 -27012.07346 -...