Basic Question

A forum for questions and answers regarding the CATS cointegration procedure
T_FIELD
Posts: 44
Joined: Sat May 15, 2010 8:03 pm

Basic Question

Unread post by T_FIELD »

Dear Rats Forum members,

I had several questions on Cats 2.0. I am more than happy if anyone give me any suggestion.

1: Memory seems not to be released after exiting Cats.
So, I need to finish processes on the Task Manager so far.
How should I write codes to avoid this situation?
(I am using the Cats with Rats7.3.)

2: I estimate VECM for some sub-sample periods and encounter the error message of "Do you
wish to change the normalization?" for some sub-sample periods, even though I use same
normalization structure (I mean, set coefficient 1 on the same variable).
I think I get this massage when the values of eigenvectors are diversified, such as 0.01 0.02,
and 1000 for three variables case.
Why? I attach the program files for your understanding my problem.

3: Do not you have any codes to set normalization structure?
As I mentioned, I estimate same VECM for some sub-sample then I do not need to change the
normalization structure program by program.

4: Do not you have any codes to exchange CATsoutput.csv into Excel file automatically? It is
time-wasting to open CSV file on Excel 2007.

5: Do not you have any codes to rename CATsoutput.csv? I estimate same VECM for 19 sub-sample
periods, so I have to make 19 folders to save outputs.

Thanking in advance for your trouble.
I am looking forward to your reply.

T_Field
Attachments
DATA101213.xls
(411 KiB) Downloaded 1300 times
TEST_DRIFT_K4.PRG
(5.08 KiB) Downloaded 1058 times
TEST_DRIFT_K1.PRG
(5.08 KiB) Downloaded 1010 times
Last edited by T_FIELD on Tue Mar 22, 2011 6:04 pm, edited 2 times in total.
T_FIELD
Posts: 44
Joined: Sat May 15, 2010 8:03 pm

P.S.: Basic Question

Unread post by T_FIELD »

- I attach a restriction file on question 2 here.
- I want to use X2 as "endogeneus" variable in beta 1 and DX3 in beta 2.

T_FIELD
Attachments
SEIYAKU_D4_3.TXT
(1.63 KiB) Downloaded 1043 times
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