The RATS Software Forum

Posted: **Thu Jan 21, 2016 10:20 am**

This code

calendar(q) 1969 1

compute begin_samp = 1969:1
compute end_samp   = 2006:4
compute max_lags = 4

open data "sandbox_data.xls"
    data(format = xls, org = columns)
close data
inquire(regressorlist) begin_est end_est
    # lgdpk{0 to max_lags} lcdk{0 to max_lags} ffedk{0 to max_lags}

system(model = mdl)
    variables lgdpk lcdk ffedk
    lags 1 to max_lags
    deterministic constant
end(system)
estimate(model = mdl) begin_est end_est

declare rectangular[series] residuals
steps(model = mdl, print, from = begin_est, to = end_est, residuals = residuals)

works in in RATS 8.3 Pro, but crashes RATS 9.0 Pro. Both of these versions are running on the same machine (Windows 7 x64). Was something changed in RATS between these versions that is causing this to fail? I looked in the reference manuals for each versions, and I can't find any syntax changes between versions that would cause the code to fail in 9.0.

Unfortunately, for this project, going back to RATS 8.3 isn't an option for me because I'm using some of the features that are new in RATS 9.0 (as discussed in other posts).

Posted: **Thu Jan 21, 2016 1:19 pm**

I should add that the error in STEPS isn't a significant problem, because I believe I can use

Code: Select all

declare vector[series] residuals
forecast(model = mdl, print, static, from = begin_est, to = end_est, errors = residuals)

instead of

Code: Select all

declare rectangular[series] residuals
steps(model = mdl, print, from = begin_est, to = end_est, residuals = residuals)

to get the forecast errors (I realize that STEPS returns both the forecasts and the forecast errors in -residuals-, while FORECAST has separate options governing that output).

The RATS Software Forum

The STEPS instruction crashes in RATS 9, but not RATS 8.3

The STEPS instruction crashes in RATS 9, but not RATS 8.3

Re: The STEPS instruction crashes in RATS 9, but not RATS 8.