How to Export RATS Model & do IRF

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How to Export RATS Model & do IRF

Unread postby victor » Sun Aug 21, 2022 5:32 pm

Hello,
I want to get the Impulse response function after running CATS analysis and export the model to RATS. I read all the forum threads under CATS but could not figure out how to do it. I worked on MONTEVECM.rpf as per the pointers but could not understand how to integrate extracted CATS model to do IRFs. Here is a modified version of MONTEVECM. RPF, which has a CATS command line added to generate the output (I am using different input/output windows). Here is a sequence of actions I have taken:
(1) Run as usual MOTEVECM (using @johmle) to see if I am getting all the results (PART 1 of output) in OUTPUT_CATS_MONTEVECM.

(2) PART 2 IN THE OUTPUT

Run *** CATS ANALYSIS
source c:\cats2\cats.src

@CATS(DETTREND=CIMEAN, lags= 6, r=1)
# ftbs3 ftb12 fcm7

(3) Used menu command in CATS: MISC/Export RATS Model, which produced the CATS model in the output window
(4) After step 3 above, I used the menu command in CATS to Shell to RATS
(5) After step 4, I proceed to "way1" and "way 2" given in CATS_MONTEVECM.rpf
(6) Both ways produced errors given in the output.

Please help me set up the code to generate IRF from the CATS output. I appreciate your help.
Attachments
OUTPUT_CATS_MONTEVECM.RPF
Output from CATS_MONTEVECM.RPF
(11.79 KiB) Downloaded 173 times
CATS_MONTEVECM.RPF
CATS command added to MONTEVECM.RPF
(1.6 KiB) Downloaded 174 times
victor
 
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Joined: Sat Jul 31, 2010 4:15 pm

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