Reading several data arrays and performing Monte Carlo Study

[TomDoan]

All instructions are described in the Help:

https://estima.com/ratshelp/sourceinstruction.html

The use of SOURCE for pulling in procedures is covered in the Introduction.

[pedrocm]

Thanks Tom.
It did work after sourcing the procedure.

I am not sure why, but when evaluating a different dataset, I am having the following problem after setting the @MSSysRegression(states=2,switch=ch):

## SR10. Missing Values And/Or SMPL Options Leave No Usable Data Points
The Error Occurred At Location 62, Line 9 of MSSYSREGINITIAL
C:\Users\Public\Documents\Estima\WinRATS Std 9.0\mssysregression.src Line 209

It happens only when I have the data imported in the loop. Any guess what is causing it?

Thanks in advance.

[TomDoan]

Aren't you changing the number of lags from sample to sample? This is setting the range based upon whatever was just done (which when i=2 is the estimation at the end of i=1). You probably need to move the non-switching VECM estimation inside the loop so it will adapt to the change in lags.

do i=1,4
compute gstart=%regstart(),gend=%regend()

[pedrocm]

Hi Tom.
Thanks for the advice. Indeed, I suspected that was the problem. I tried that yesterday and it did work. Just wanted make sure I was doing the right thing.
Thanks a lot.