The RATS Software Forum

Dear Tom i am trying to use the time varying parameter with stochastic volatility which was posted by Todd Clarke, however when i try to run the instruction it cosnistently return this error message.
## CP18. VARTVPSVKSC is not the Name of a PROCEDURE. (Did you forget to SOURCE?)
>>>>end<<<<
I am using standard Rats 8.2 , can you tell me the cause of this problem?

Thanks in advance

If you downloaded VARTVPSVKSC.src (if you didn't, do it), it's not where RATS can find it. You may need to add an explicit SOURCE instruction for it.

Thanks for the response Tom. I did however from the inception download the src file even the most updated however no matter what i try o still get the same error regarding that ## CP18. VARTVPSVKSC is not the Name of a PROCEDURE. (Did you forget to SOURCE?)
>>>>end<<<<

Are you running Todd's example program, or something that you changed?

No i haven't changed anything i was using Todd'c code with the data set that he posted just to get an example run of the code to ensure that all the commands execute however i kept getting that error message.