Cointegrating Relations/Recursive Graphics and their Series

[Michael_2018]

Dear all,

I have a question concerning graphs/figures and the corresponding data/time series in CATS in RATS.

I have estimated a CVAR Model with CATS and imposed overidentifying restrictions.

Via the menu "Graphics" I have included figures of "cointegrating relations" and via "recursive graphics" a figure of the "test of beta(t) = 'Known Beta" in my paper. All this works fine. Now I want to obtain the underlying data/ time series for the figures displayed in CATS. I assumed to have found them in the menu "Misc/Save Series", where you can select "Cointegrating Relations" and "Recursive Estimates". I then saved these series to Excel and displayed them. In my opinion they differ from the figure outputs. What is the easiest way to obtain the exact time series which are displayed in the corresponding CATS figures?

[TomDoan]

From what I can see, there might be a difference between the test statistic scaled by the critical value (so 1.1 means 10% over the critical value) vs the test statistic itself. The save operation only does the unscaled test statistics, while the scaled test statistics are an option.