Calculate the fitted value

If you are seeking RATS code for implementing a particular technique or replicating results from a paper, post your request here. Be sure to include complete citations for any papers or books.
Post Reply
cczzwhy
Posts: 48
Joined: Tue Jun 16, 2015 3:47 am

Calculate the fitted value

Unread post by cczzwhy »

Hello ,Tom!I am trying to estimate a two-variable model where the squared VIX(actural data) and the past realized variance(RVAR) are used as predictors,the equation is attached.How can i get the fitted value in rats?
Attachments
equation.GIF
equation.GIF (3.95 KiB) Viewed 5560 times
Top
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Calculate the fitted value

Unread post by TomDoan »

Is there a reason that PRJ doesn't work?
Top
Post Reply

Return to “Looking for Code?”