The RATS Software Forum

Hi,
Is it possible to direct output from a model directly to an Excel spread sheet?
Thank You,
Anja

Hi,
does anyone know what this error means?

It occurs when I'm reading in data which (to me) looks no different to any other series.... Its the Linux version of Rats.

Thanks!

Thanks for the reply. But I've been trying to run the program but keep getting an error:

## SX22. Expected Type INTEGER, Got VECTOR(SERIES) Instead
>>>>er dlogdm outliers<<<<

Any ideas what I should do next?

Hi,
has anyone any experience of identifying additive outliers in particular the method of Franses and Ghijsels (1999)?
Thank you.

Hi, When fitting a bivariate Garch-m model where the mean is estimated like follow: nonlin(parmset=meanparms) ar1 ar2 b1 b2 frml resid(1) = (y(1)-b1-ar1*y(1){1}-c1*(h(1,1){1})) frml resid(2) = (y(2)-b2-ar2*y(2){1}-c2*(h(2,2){1})) compute b1=b2=c1=c2=ar1=ar2=0.05 Is it important to vary the initial v...

Hi everyone, I'm fitting a bivariate garch-m model and found that when I change the order of the parameters in the model my results change! So for example : equation Aeq A # constant A{1} hhs(1,1){1} hhs(2,2){1} equation Beq B # constant B{1} hhs(1,1){1} hhs(2,2){1} gives a different results than: e...

Hi,
Does anyone know if it is possible to run multiple modelles at same time?
I have the variabelles y1 to the yn and x1 to the xn. I want to try fitting the same modellle to all the series at once. Is this possible?
Thank you,
Anja

Hi has anyone experience of fitting a multivariate Garch-X model in which each model has a different regressor in the variance function? I would appreciate any advice! I think it needs to be done using maximize but can't get it to work!?
Thanks in advance,
Anja