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New post Bilinear Model: multi-step-ahead rolling forecasts

Last post by ac_1 « Sun Feb 07, 2021 3:09 am
Posted in RATS Programming Manual
Replies: 1
by ac_1 » Sat Feb 06, 2021 4:29 am » in RATS Programming Manual

1 Replies

91066 Views

Last post by ac_1
Sun Feb 07, 2021 3:09 am
New post Example 2.4, 2ndEdn

Last post by TomDoan « Sat Feb 06, 2021 2:32 pm
Posted in RATS Programming Manual
Replies: 5
by ac_1 » Sat Feb 06, 2021 5:19 am » in RATS Programming Manual

5 Replies

93573 Views

Last post by TomDoan
Sat Feb 06, 2021 2:32 pm
New post attachment option for file in personal message

Last post by curiousresearcher « Thu Feb 04, 2021 8:25 pm
Posted in Suggestion Box
Replies: 2
by curiousresearcher » Sun Jan 31, 2021 6:14 am » in Suggestion Box

2 Replies

45086 Views

Last post by curiousresearcher
Thu Feb 04, 2021 8:25 pm
New post Code for Diagonal BEKK with hedge ratios & portfolio weigh

Last post by TomDoan « Tue Jan 19, 2021 1:46 pm
Posted in Looking for Code?
Replies: 3
by curiousresearcher » Wed Jul 08, 2020 9:27 pm » in Looking for Code?

3 Replies

51051 Views

Last post by TomDoan
Tue Jan 19, 2021 1:46 pm
New post Youtube or Web Tutorial on Estima

Last post by curiousresearcher « Tue Jan 19, 2021 9:06 am
Posted in Suggestion Box
Replies: 1
by ateeb » Thu Apr 11, 2019 7:06 am » in Suggestion Box

1 Replies

46699 Views

Last post by curiousresearcher
Tue Jan 19, 2021 9:06 am
New post Controlling tick marks on x-axis.

Last post by TomDoan « Fri Jan 15, 2021 12:25 pm
Posted in Graphics, Reports, and Other Output
Replies: 1
by msrahman » Fri Jan 15, 2021 9:33 am » in Graphics, Reports, and Other Output

1 Replies

9613 Views

Last post by TomDoan
Fri Jan 15, 2021 12:25 pm
New post Automatisation of data exporting

Last post by Jules89 « Thu Jan 14, 2021 2:50 pm
Posted in Data: Reading, Writing, Transforming

by Jules89 » Thu Jan 14, 2021 2:50 pm » in Data: Reading, Writing, Transforming

0 Replies

16454 Views

Last post by Jules89
Thu Jan 14, 2021 2:50 pm
New post fan chart levels forecasts from returns forecasts

Last post by TomDoan « Tue Jan 12, 2021 3:13 pm
Posted in Graphics, Reports, and Other Output
Replies: 5
by ac_1 » Tue Jan 12, 2021 11:06 am » in Graphics, Reports, and Other Output

5 Replies

13119 Views

Last post by TomDoan
Tue Jan 12, 2021 3:13 pm
New post Level shift estimation

Last post by ag_2018 « Tue Jan 12, 2021 11:08 am
Posted in Looking for Code?
Replies: 4
by ag_2018 » Wed Jan 06, 2021 6:15 am » in Looking for Code?

4 Replies

48634 Views

Last post by ag_2018
Tue Jan 12, 2021 11:08 am
New post ARJI-Exponential-GARCH model

Last post by prashantj « Sat Jan 09, 2021 9:20 pm
Posted in Looking for Code?

by prashantj » Sat Jan 09, 2021 9:20 pm » in Looking for Code?

0 Replies

43376 Views

Last post by prashantj
Sat Jan 09, 2021 9:20 pm
New post The decomposition of jump risks in individual stock returns

Last post by prashantj « Fri Jan 08, 2021 11:15 pm
Posted in Looking for Code?

by prashantj » Fri Jan 08, 2021 11:15 pm » in Looking for Code?

0 Replies

43008 Views

Last post by prashantj
Fri Jan 08, 2021 11:15 pm
New post Identification of VIRFs

Last post by Jules89 « Tue Jan 05, 2021 3:14 pm
Posted in ARCH and GARCH Models

by Jules89 » Tue Jan 05, 2021 3:14 pm » in ARCH and GARCH Models

0 Replies

7225 Views

Last post by Jules89
Tue Jan 05, 2021 3:14 pm
New post RWWD, RWD, Drift, Mean

Last post by TomDoan « Thu Dec 31, 2020 3:24 pm
Posted in General Econometrics
Replies: 3
by ac_1 » Tue Dec 29, 2020 5:45 am » in General Econometrics

3 Replies

55712 Views

Last post by TomDoan
Thu Dec 31, 2020 3:24 pm
New post two overlapping fan charts?

Last post by TomDoan « Tue Dec 29, 2020 12:25 pm
Posted in Graphics, Reports, and Other Output
Replies: 1
by PTillmann-436 » Tue Dec 29, 2020 4:44 am » in Graphics, Reports, and Other Output

1 Replies

9083 Views

Last post by TomDoan
Tue Dec 29, 2020 12:25 pm
New post DMARIANO—Diebold-Mariano test

Last post by ac_1 « Sun Dec 27, 2020 5:57 am
Posted in RATS Procedures
Replies: 39
by TomDoan » Fri Jun 25, 2010 3:56 pm » in RATS Procedures
1

2

3
39 Replies

87437 Views

Last post by ac_1
Sun Dec 27, 2020 5:57 am
New post Toolbar -> File -> Open Recent -> Clear List

Last post by ac_1 « Tue Dec 22, 2020 11:20 am
Posted in Suggestion Box
Replies: 2
by ac_1 » Tue Dec 22, 2020 8:30 am » in Suggestion Box

2 Replies

46230 Views

Last post by ac_1
Tue Dec 22, 2020 11:20 am
New post Calculating daily dividend yield

Last post by TomDoan « Tue Dec 22, 2020 10:51 am
Posted in Data: Reading, Writing, Transforming
Replies: 3
by msrahman » Mon Dec 21, 2020 8:38 am » in Data: Reading, Writing, Transforming

3 Replies

18247 Views

Last post by TomDoan
Tue Dec 22, 2020 10:51 am
New post Interval estimation

Last post by TomDoan « Mon Dec 21, 2020 1:33 pm
Posted in General Econometrics
Replies: 4
by T_FIELD » Fri Dec 18, 2020 1:18 am » in General Econometrics

4 Replies

59181 Views

Last post by TomDoan
Mon Dec 21, 2020 1:33 pm
New post Intraday Data import

Last post by prashantj « Fri Dec 18, 2020 12:18 pm
Posted in Data: Reading, Writing, Transforming
Replies: 5
by prashantj » Mon Nov 23, 2020 9:29 pm » in Data: Reading, Writing, Transforming

5 Replies

20646 Views

Last post by prashantj
Fri Dec 18, 2020 12:18 pm
New post Structure Break in Variance Equation of MGARCH

Last post by prashantj « Fri Dec 18, 2020 12:15 pm
Posted in ARCH and GARCH Models
Replies: 28
by prashantj » Wed Dec 09, 2020 10:44 pm » in ARCH and GARCH Models
1

2
28 Replies

40470 Views

Last post by prashantj
Fri Dec 18, 2020 12:15 pm
New post decimal points-summary statistics

Last post by TomDoan « Thu Dec 17, 2020 9:02 pm
Posted in Graphics, Reports, and Other Output
Replies: 1
by prashantj » Thu Dec 17, 2020 7:47 pm » in Graphics, Reports, and Other Output

1 Replies

8840 Views

Last post by TomDoan
Thu Dec 17, 2020 9:02 pm
New post Getting Data from Yahoo

Last post by PeterF « Thu Dec 17, 2020 9:52 am
Posted in Data: Reading, Writing, Transforming

by PeterF » Thu Dec 17, 2020 9:52 am » in Data: Reading, Writing, Transforming

0 Replies

19945 Views

Last post by PeterF
Thu Dec 17, 2020 9:52 am
New post summarize BETAS coefficients in MS model

Last post by TomDoan « Tue Dec 15, 2020 9:57 am
Posted in Structural Breaks and Switching Models
Replies: 7
by abi » Sat Dec 12, 2020 11:44 am » in Structural Breaks and Switching Models

7 Replies

54535 Views

Last post by TomDoan
Tue Dec 15, 2020 9:57 am
New post Query regarding constrained Kalman Filtering

Last post by TomDoan « Sun Dec 13, 2020 8:58 am
Posted in State Space Models/DSGE
Replies: 3
by debasish » Wed Dec 09, 2020 10:44 am » in State Space Models/DSGE

3 Replies

26655 Views

Last post by TomDoan
Sun Dec 13, 2020 8:58 am
New post Help with rolling regression

Last post by AdamElderfield « Fri Dec 11, 2020 6:25 pm
Posted in Help With Programming
Replies: 4
by AdamElderfield » Thu Dec 10, 2020 3:38 pm » in Help With Programming

4 Replies

18200 Views

Last post by AdamElderfield
Fri Dec 11, 2020 6:25 pm

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