Search found 2 matches
- Tue Dec 23, 2008 7:14 am
- Forum: Data: Reading, Writing, Transforming
- Topic: Intraday data from excel files
- Replies: 0
- Views: 6792
Intraday data from excel files
Just a quick question, The calendar wizard enables the input of intraday data from excel files into RATS. One has to select the number of intraday observations per day. This automatically means that the sample file should contain equal number of observations for all days in the sample, e.g. 100 obse...
- Thu Nov 13, 2008 6:22 am
- Forum: Other Time Series Analysis
- Topic: bivariate common cycle test a la Engle-Kozicki(1993)
- Replies: 2
- Views: 8746
on the Engle and Kozicki (1993) common features
Dear Tom, I have isolated the series with significant ARCH effects and i want to estimate now the bivariate Engle and Kozicki common features test, which is performed (to the best of my knowledge) by two-stage least squares and the use of instrumental variables. Can you give me such a code in RATS b...