The RATS Software Forum

Posted: **Tue Apr 13, 2010 6:06 pm**

prashantj wrote:Thanks Tom, When I test for standardized resiudals using the following syntax,
dec vect[series] stdresids(3)
do i=1,3
set stdresids(i) = ([vector] stdr=inv(%decomp(h(t)))*r(t)),stdr(i)
end do i

But I got the following message:
## MAT15. Subscripts Too Large or Non-Positive
Error was evaluating entry 1484
The Error Occurred At Location 0109 of loop/block
Line 2 of loop/block

I wish to get standardized residuals seperately for four series under consideration. So I replace 3 with 4 and run the syntax but the message is the same. Kindly help me out.

Change that to:

Code: Select all

dec vect[series] stdresids(3)
do i=1,3
   set stdresids(i) %regstart() %regend() = ([vector] stdr=inv(%decomp(h(t)))*r(t)),stdr(i)
end do i

Note that these are standardized by Cholesky factorization, so they are (theoretically) unit variance, uncorrelated series. However, a different order of factorization would create a different set of standardized series. Thus these are not "the" standardized residuals, but "a" set of standardized residuals.

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