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ESTAR

Posted: Wed Aug 26, 2009 9:11 pm
by ef08kp
I am kind of confused because in RATS programming manual by ENDERS there is code on LSTAR model i just changed transition function to ESTAR and the code is as follows where lag length=1 and delay parameter=1

nonlin a0 a1 b0 b1 gamma gamma.ge.0.
frml estar reer = a0 + a1*reer{1} + ( b0 + b1*reer{1})(1+exp(-gamma*(reer{1})**2))
lin(noprint) reer ; # constant reer{1}
com a0 = %beta(1), a1 = %beta(2), b0 = 1. , b1 = 1., gamma = 1.
nlls(frml=estar) reer / resids

However now i get a syntax error:

SX17. Missing Operator or Adjacent Operands
>>>>( b0 + b1*reer{1})(<<<<

thank you

Re: ESTAR

Posted: Thu Aug 27, 2009 4:37 am
by condor
You forgot to write the multiplication operator:
( b0 + b1*reer{1})*(1+exp(-gamma*(reer{1})**2))

Edit: I did not see the negative sign in front of the gamma term. My bad.

Re: ESTAR

Posted: Thu Aug 27, 2009 9:03 am
by ef08kp
Sorry, but it is an estar transition function

Re: ESTAR

Posted: Thu Aug 27, 2009 9:14 am
by moderator
I received your email to our tech support address, but it looks like you've got the answer already here--you need an operator between those two parens.