The RATS Software Forum

Dear Tom, When I try to estimate multiple breaks with the instruction @MultipleBreaks dusa # dusa{1 to 4} the following error message appears ## OP3. This Instruction Does Not Have An Option TIT >>>>ction=define,title=<<<< I have the same problem when using the Bai Perron procedure. Could you please...

Hello!! I have a problem with the Perron and Ng unit root test procedure. When I run: CALENDAR 1996 1 12 ALLOCATE 2010:3 OPEN DATA exmple.xls DATA(FORMAT=xls,org=obs) / x1 @perronngmtests(lags=8) x1 I do not obtain neither any output nor any error message. The version of my Rats (MacRat) is 7.2. Hel...

Thank you very much for your help.

Javi

Dear Tom: Thanks for your help. However, after allowing for the spaces do i=1,standsize set standreg(1,i) = flstar*%eqnxvector(standard,i) set standreg(2,i) = (1-flstar)*eqnxvector(standard,i) end do i the following error message is obtained: ## SX22. Expected Type REAL, Got MATRIX(REAL) Instead >>>...

To whom it might concern: I have estimated the following nonlinear model: stat(noprint) diflrop compute scalef=1.0/sqrt(%variance) lin(define=standard,noprint) diflrop # diflrop{1} frml(equation=standard,vector=phi1) phi1f do i=1,1 compute phi1(i)=%beta(i) end do lin(define=transit,noprint) diflrop ...

Dear Rats users:

I am looking for a code to estimate IRF for STAR models. Is there anybody who has a code to estimate it?

Thanks in advance.



Best regards,