MS VAR (Krolzig wbc_multivariate_pt1.RPF)

[renis]

Dear Tom Doan,

For educational purposes, I have been trying to run the above code which refers to the source code msvarsetup.src. In general, it works fine; however, when I get down to the line

set smoothp1 gstart gend = pstar=%MSVARMarginal(msvarptsm(t),0),pstar(1)

I get the following message

## SX11. Identifier MSVARPTSM is Not Recognizable. Incorrect Option Field or Parameter Order?
>>>>Marginal(msvarptsm(<<<<

Can you help me to get around this problem. My RATS version is 8.00. Many thanks indeed.

Kind regards.

[TomDoan]

You need an updated MSVARSETUP.SRC file along with the newer MSSETUP procedures.