The RATS Software Forum

Unread posts

Go to advanced search

Mark all read • Search found more than 1000 matches

Page 1 of 40
- Jump to page:
1
2
3
4
5
…
40
Next

Topics

Replies

Views

Last post

New post a question about the smoothness of the trend

Last post by hardmann « Thu Jan 22, 2026 8:32 am
Posted in State Space Models/DSGE
Replies: 4
by hardmann » Sat Nov 15, 2025 6:54 am » in State Space Models/DSGE

4 Replies

8424 Views

Last post by hardmann
Thu Jan 22, 2026 8:32 am
New post garchmvbootstrap.rpf

Last post by TomDoan « Thu Jan 22, 2026 8:04 am
Posted in ARCH and GARCH Models
Replies: 34
by ac_1 » Mon Sep 29, 2025 1:44 am » in ARCH and GARCH Models
1

2

3
34 Replies

39958 Views

Last post by TomDoan
Thu Jan 22, 2026 8:04 am
New post Extreme Value Theory (EVT): Hill estimator

Last post by TomDoan « Thu Jan 22, 2026 7:32 am
Posted in ARCH and GARCH Models
Replies: 7
by ac_1 » Sun Jan 18, 2026 3:02 am » in ARCH and GARCH Models

7 Replies

153 Views

Last post by TomDoan
Thu Jan 22, 2026 7:32 am
New post finding output gap by using Kalman filter.

Last post by TomDoan « Tue Jan 20, 2026 7:59 am
Posted in State Space Models/DSGE
Replies: 1
by Brc » Mon Jan 19, 2026 12:19 pm » in State Space Models/DSGE

1 Replies

75 Views

Last post by TomDoan
Tue Jan 20, 2026 7:59 am
New post Excel-data download directed from RATS

Last post by TomDoan « Tue Jan 06, 2026 2:59 pm
Posted in Data: Reading, Writing, Transforming
Replies: 3
by PeterF » Sat Dec 27, 2025 10:59 am » in Data: Reading, Writing, Transforming

3 Replies

1743 Views

Last post by TomDoan
Tue Jan 06, 2026 2:59 pm
New post OECD Data Browser

Last post by PeterF « Thu Dec 04, 2025 2:31 pm
Posted in Data: Reading, Writing, Transforming
Replies: 9
by PeterF » Sat Jun 01, 2024 2:02 pm » in Data: Reading, Writing, Transforming

9 Replies

31027 Views

Last post by PeterF
Thu Dec 04, 2025 2:31 pm
New post Matheson-Stavrev EL 2013

Last post by TomDoan « Sat Nov 29, 2025 9:23 pm
Posted in Examples and Sample Code
Replies: 8
by TomDoan » Thu Aug 31, 2017 10:47 am » in Examples and Sample Code

8 Replies

24735 Views

Last post by TomDoan
Sat Nov 29, 2025 9:23 pm
New post MVGARCHFORE—Out-of-sample variance forecasts

Last post by TomDoan « Sat Nov 29, 2025 9:15 pm
Posted in RATS Procedures

by TomDoan » Sat Nov 29, 2025 9:15 pm » in RATS Procedures

0 Replies

6214 Views

Last post by TomDoan
Sat Nov 29, 2025 9:15 pm
New post GARCHBACKTEST—Rolling GARCH Estimation

Last post by TomDoan « Sat Nov 29, 2025 9:09 pm
Posted in Examples and Sample Code

by TomDoan » Wed Sep 03, 2014 5:10 pm » in Examples and Sample Code

0 Replies

15288 Views

Last post by TomDoan
Sat Nov 29, 2025 9:09 pm
New post UV garch model forecasts

Last post by TomDoan « Mon Nov 17, 2025 1:06 pm
Posted in ARCH and GARCH Models
Replies: 94
by ac_1 » Sat Aug 26, 2023 11:55 am » in ARCH and GARCH Models
1

…

3

4

5

6

7
94 Replies

2238703 Views

Last post by TomDoan
Mon Nov 17, 2025 1:06 pm
New post TVARSET—Set up VAR matrices for time-varying coefficients

Last post by TomDoan « Tue Nov 11, 2025 9:19 am
Posted in RATS Procedures

by TomDoan » Tue Nov 11, 2025 9:19 am » in RATS Procedures

0 Replies

10798 Views

Last post by TomDoan
Tue Nov 11, 2025 9:19 am
New post garchmv.rpf

Last post by TomDoan « Thu Nov 06, 2025 9:08 pm
Posted in ARCH and GARCH Models
Replies: 16
by ac_1 » Sat Oct 04, 2025 12:46 pm » in ARCH and GARCH Models
1

2
16 Replies

33386 Views

Last post by TomDoan
Thu Nov 06, 2025 9:08 pm
New post Long-run solution of the estimated STAR models

Last post by TomDoan « Wed Nov 05, 2025 8:35 am
Posted in Structural Breaks and Switching Models
Replies: 1
by Brc » Thu Oct 30, 2025 3:55 am » in Structural Breaks and Switching Models

1 Replies

13575 Views

Last post by TomDoan
Wed Nov 05, 2025 8:35 am
New post Forecasting a Linear model

Last post by TomDoan « Sun Sep 28, 2025 5:50 pm
Posted in Help With Programming
Replies: 3
by Brc » Sat Sep 27, 2025 4:16 pm » in Help With Programming

3 Replies

30886 Views

Last post by TomDoan
Sun Sep 28, 2025 5:50 pm
New post APARCH model

Last post by TomDoan « Mon Sep 22, 2025 2:56 pm
Posted in ARCH and GARCH Models
Replies: 15
by ac_1 » Mon Sep 15, 2025 5:26 am » in ARCH and GARCH Models
1

2
15 Replies

55760 Views

Last post by TomDoan
Mon Sep 22, 2025 2:56 pm
New post HAR model

Last post by TomDoan « Thu Sep 11, 2025 9:50 am
Posted in Other Time Series Analysis
Replies: 1
by ac_1 » Wed Sep 10, 2025 10:34 pm » in Other Time Series Analysis

1 Replies

44971 Views

Last post by TomDoan
Thu Sep 11, 2025 9:50 am
New post SV-AR(1) model

Last post by TomDoan « Wed Sep 10, 2025 8:36 am
Posted in State Space Models/DSGE
Replies: 20
by ac_1 » Mon Sep 01, 2025 1:54 pm » in State Space Models/DSGE
1

2
20 Replies

73636 Views

Last post by TomDoan
Wed Sep 10, 2025 8:36 am
New post various distributions of returns

Last post by TomDoan « Fri Sep 05, 2025 8:38 am
Posted in Graphics, Reports, and Other Output
Replies: 6
by ac_1 » Mon Sep 01, 2025 1:58 am » in Graphics, Reports, and Other Output

6 Replies

47348 Views

Last post by TomDoan
Fri Sep 05, 2025 8:38 am
New post Significance of multi-step ahead forecasts from risk algo's

Last post by ac_1 « Sun Aug 24, 2025 12:39 pm
Posted in ARCH and GARCH Models
Replies: 2
by ac_1 » Sat Aug 23, 2025 2:08 am » in ARCH and GARCH Models

2 Replies

34329 Views

Last post by ac_1
Sun Aug 24, 2025 12:39 pm
New post problem on version

Last post by TomDoan « Wed Aug 20, 2025 8:01 am
Posted in State Space Models/DSGE
Replies: 1
by hardmann » Sat Aug 16, 2025 10:28 pm » in State Space Models/DSGE

1 Replies

33191 Views

Last post by TomDoan
Wed Aug 20, 2025 8:01 am
New post VAR LAG SELECTION

Last post by TomDoan « Wed Aug 20, 2025 8:00 am
Posted in VARs (Vector Autoregression Models)
Replies: 1
by jimm306 » Tue Aug 19, 2025 9:17 am » in VARs (Vector Autoregression Models)

1 Replies

42865 Views

Last post by TomDoan
Wed Aug 20, 2025 8:00 am
New post How to estimate the MF-VAR model in Winrats?

Last post by hardmann « Sat Aug 16, 2025 6:39 am
Posted in State Space Models/DSGE
Replies: 2
by hardmann » Wed Jun 11, 2025 8:27 am » in State Space Models/DSGE

2 Replies

53327 Views

Last post by hardmann
Sat Aug 16, 2025 6:39 am
New post Mariano Murasawa JAE 2003—State space model with mixed frequencies

Last post by TomDoan « Thu Aug 14, 2025 2:36 pm
Posted in Examples and Sample Code

by TomDoan » Thu Aug 14, 2025 2:36 pm » in Examples and Sample Code

0 Replies

58692 Views

Last post by TomDoan
Thu Aug 14, 2025 2:36 pm
New post GLOBALVAR—Pesaran style global VAR

Last post by TomDoan « Thu Aug 14, 2025 2:24 pm
Posted in Examples and Sample Code

by TomDoan » Thu Aug 14, 2025 2:24 pm » in Examples and Sample Code

0 Replies

48922 Views

Last post by TomDoan
Thu Aug 14, 2025 2:24 pm
New post ARDLM—State space system matrices for an AR process

Last post by TomDoan « Thu Aug 14, 2025 1:35 pm
Posted in RATS Procedures

by TomDoan » Mon Jul 21, 2025 9:36 am » in RATS Procedures

0 Replies

60885 Views

Last post by TomDoan
Thu Aug 14, 2025 1:35 pm

Search found more than 1000 matches

Page 1 of 40
- Jump to page:
1
2
3
4
5
…
40
Next

Go to advanced search