Hi, I'm trying to run the Example 11.1 program "Hamilton Model: ML Estimation" supplied on pages 24 and 25 of the RATS Handbook for Switching Models and Structural Breaks", when executing the @msvarsetup(lags=4,switch=m) instruction, the following error message comes out that I have not been able to correct. I am very grateful if you can help me solve the problem.
## SX22. Expected Type FUNCTION(INTEGER)-->RECTANGULAR[REAL], Got RECTANGULAR[REAL] Instead
>>>>te %mspfnc=%msp(1)<<<< ## SX22. Expected Type FUNCTION(INTEGER)-->RECTANGULAR[REAL], Got RECTANGULAR[REAL] Instead>>>>te %mspfnc=%msp(1)<<<<## CP18. MSVARSETUP is not the Name of a PROCEDURE. (Did you forget to SOURCE?) >>>>te %mspfnc=%msp(1)<<<<
PD: The error occurs in mssetup.src routine wich is executed by msvarsetup.src
Thank you very much in advance.
Hamilton ML Estimation error
Re: Hamilton ML Estimation error
It should work fine. You probably have some out-of-date procedure files. If you are able to update your software, you can do Help---Update Procedures.
Re: Hamilton ML Estimation error
Dear Tom, thank you very much for your answer.
On November 4, 2023, the Central Bank bought all the online courses offered by ESTIMA, including Switching Models and Structural Breaks. So far we are going to use the latter and we see that in the compressed ZIP folder that were sent to us the MSSETUP.SRC and MSVARSETUP.SRC procedures were missing, which you can easily verify in the message you sent us. Therefore, we had to download these procedures from the ESTIMA Webstite. When using them, the problem arises. Although it is our intention to upgrade our version 9 of Winrats to version 10, it is not possible for the central bank to do so overnight. We would like to know if you can offer us another solution. Thank you very much in advance.
On November 4, 2023, the Central Bank bought all the online courses offered by ESTIMA, including Switching Models and Structural Breaks. So far we are going to use the latter and we see that in the compressed ZIP folder that were sent to us the MSSETUP.SRC and MSVARSETUP.SRC procedures were missing, which you can easily verify in the message you sent us. Therefore, we had to download these procedures from the ESTIMA Webstite. When using them, the problem arises. Although it is our intention to upgrade our version 9 of Winrats to version 10, it is not possible for the central bank to do so overnight. We would like to know if you can offer us another solution. Thank you very much in advance.
Re: Hamilton ML Estimation error
It might matter which precise version of RATS you are using, since the 2nd ed of the Switching Models course was released at roughly the same time as 9.2. However, from what I can tell, any version 9 combined with the current MSVARSETUP.SRC and MSSETUP.SRC files should work.
Yes, we eliminated the procedure files from the e-course since were all included in any recent (7 or later) version of RATS.
Yes, we eliminated the procedure files from the e-course since were all included in any recent (7 or later) version of RATS.
Re: Hamilton ML Estimation error
Hi Tom, thank you again for your reply. Winrats' version of the Central Bank today is 9.0 (not 9.2). Although I am internally requesting the update to version 10, the Central Bank takes a few months to do so.
In the meantime, we would like to know if it is possible for Estima to provide us with the MSVARSETUP.SRC and MSSETUP.SRC procedures that work with this version 9.0.
The problem we have, as mentioned, is that the procedure MSSETUP.SRC, which we had to download from the Estima website, has these instructions
wich generate the error.
declare function[rect](integer) %mspfnc
compute %mspfnc=%msp(time)
Thank you very much in advance for the support you can give us.
In the meantime, we would like to know if it is possible for Estima to provide us with the MSVARSETUP.SRC and MSSETUP.SRC procedures that work with this version 9.0.
The problem we have, as mentioned, is that the procedure MSSETUP.SRC, which we had to download from the Estima website, has these instructions
wich generate the error.
declare function[rect](integer) %mspfnc
compute %mspfnc=%msp(time)
Thank you very much in advance for the support you can give us.
Re: Hamilton ML Estimation error
Every version of RATS comes with procedures which are current as of the release of that software. That would include mssetup.src and msvarsetup.src. If you look in your desktop folder for the software, there should be a shortcut to it. Make sure you use those and not something you downloaded from the web site (which will be for the most recent software).