The RATS Software Forum

Posted: **Wed Mar 16, 2011 10:28 am**

Hi Everyone,

I am new to this board, RATS and time series generally. I am trying to write a very simple (practice) procedure which gives me the statistics of a series restricted depending on previous values. So, I want my procedure to tell me the statistics of a series if I restrict the series to the observations which are preceded by two periods of values greater than zero (for example).

I am getting this error which I try to source the code file:

## SX11. Identifier LAGS is Not Recognizable. Incorrect Option Field or Parameter Order?
>>>> if 2==lags<<<<

I've spent some time pouring over the User Guide and Reference Manual, but can't seem to find the problem. I want to be able to use 'series' and 'lags' in the code. Hope you can help. Thanks.

Code: Select all

procedure unit series
type series series
local series
OPTION INTEGER lags
OPTION REAL shock 0
set first = %if(series{1}>shock,1,0)
set second = %if(series{2}>shock,1,0)
set third = %if(series{3}>shock,1,0)
set fourth = %if(series{4}>shock,1,0)
set fifth = %if(series{5}>shock,1,0)
set sixth = %if(series{6}>shock,1,0)
set seventh = %if(series{7}>shock,1,0)
set eighth = %if(series{8}>shock,1,0)
set ninth = %if(series{9}>shock,1,0)
set tenth = %if(series{10}>shock,1,0)
set eleventh = %if(series{11}>shock,1,0)
set twelfth = %if(series{12}>shock,1,0)
	if 1==lags
		set great = %if(first = 1,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
	end if
	if 2==lags
		set great = %if(first + second = 2,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
	end if
	if 3==lags
		set great = %if(first+second+third = 3,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
	end if
	if 4==lags
		set great = %if(first+second+third+fourth = 4,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
	end if
	if 5==lags
		set great = %if(first+second+third+fourth+fifth = 5,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
	end if
	if 6=lags
		set great = %if(first+second+third+fourth+fifth+sixth = 6,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
	end if
	if 7==lags
		set great = %if(first+second+third+fourth+fifth+sixth+seventh = 7,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) (series)
	end if
	if 8==lags
		set great = %if(first+second+third+fourth+fifth+sixth+seventh+eighth = 8,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
	end if
	if 9==lags
		set great = %if(first+second+third+fourth+fifth+sixth+seventh+eighth+ninth = 9,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
	end if
	if 10==lags
		set great = %if(first+second+third+fourth+fifth+sixth+seventh+eighth+ninth+tenth = 10,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
	end if
	if 11==lags
		set great = %if(first+second+third+fourth+fifth+sixth+seventh+eighth+ninth+tenth+eleventh = 11,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
	end if
	if 12==lags
		set great = %if(first+second+third+fourth+fifth+sixth+seventh+eighth+ninth+tenth+eleventh+twelfth = 12,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
	stat(smpl=great) series
	end if
end unit

Posted: **Wed Mar 16, 2011 10:50 am**

RATS is not an "IF---END IF" language; instead it's an IF {...} language. So instead of:

Code: Select all

	if 1==lags
		set great = %if(first = 1,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
	end if

You want

Code: Select all

	if 1==lags {
		set great = %if(first = 1,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
	}

(and similarly for all the other such constructions in your procedure). The END IF's become END's for the procedure itself, hence the option LAGS is no longer an active variable.

Also, in that SET GREAT instruction, you want to use FIRST==1, not FIRST=1. The latter is legal (assigns the value 1 to FIRST), but obviously isn't what you want.

Posted: **Wed Mar 16, 2011 11:09 am**

I have fixed those mistakes. But I am still getting the same error message:

## SX11. Identifier LAGS is Not Recognizable. Incorrect Option Field or Parameter Order?
>>>> if 2==lags {<<<<

Thanks a bunch for the help.

Code: Select all

procedure unit series
type series series
local series
OPTION INTEGER lags
OPTION REAL shock 0
set first = %if(series{1}>shock,1,0)
set second = %if(series{2}>shock,1,0)
set third = %if(series{3}>shock,1,0)
set fourth = %if(series{4}>shock,1,0)
set fifth = %if(series{5}>shock,1,0)
set sixth = %if(series{6}>shock,1,0)
set seventh = %if(series{7}>shock,1,0)
set eighth = %if(series{8}>shock,1,0)
set ninth = %if(series{9}>shock,1,0)
set tenth = %if(series{10}>shock,1,0)
set eleventh = %if(series{11}>shock,1,0)
set twelfth = %if(series{12}>shock,1,0)
	if 1==lags {
		set great = %if(first == 1,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
}
	end if
	if 2==lags {
		set great = %if(first + second == 2,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
}
	end if
	if 3==lags {
		set great = %if(first+second+third == 3,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
}
	end if
	if 4==lags {
		set great = %if(first+second+third+fourth == 4,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
}
	end if
	if 5==lags {
		set great = %if(first+second+third+fourth+fifth == 5,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
}
	end if
	if 6=lags {
		set great = %if(first+second+third+fourth+fifth+sixth == 6,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
}
	end if
	if 7==lags {
		set great = %if(first+second+third+fourth+fifth+sixth+seventh == 7,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
}
	end if
	if 8==lags {
		set great = %if(first+second+third+fourth+fifth+sixth+seventh+eighth == 8,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
}
	end if
	if 9==lags {
		set great = %if(first+second+third+fourth+fifth+sixth+seventh+eighth+ninth == 9,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series 
}
	end if
	if 10==lags {
		set great = %if(first+second+third+fourth+fifth+sixth+seventh+eighth+ninth+tenth == 10,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
}
	end if
	if 11==lags {
		set great = %if(first+second+third+fourth+fifth+sixth+seventh+eighth+ninth+tenth+eleventh == 11,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
		stat(smpl=great) series
}
	end if
	if 12==lags {
		set great = %if(first+second+third+fourth+fifth+sixth+seventh+eighth+ninth+tenth+eleventh+twelfth == 12,1,0)
		dis 'If we restrict the series to values preceded by chosen shocks, then we obtain the following data.'
	stat(smpl=great) series
}
	end if
end unit

Posted: **Wed Mar 16, 2011 1:27 pm**

You put in the {...}, but didn't delete the END IF's. You have to do both.

The RATS Software Forum

Identifier LAGS is Not Recognizable

Identifier LAGS is Not Recognizable

Re: Identifier LAGS is Not Recognizable

Re: Identifier LAGS is Not Recognizable

Re: Identifier LAGS is Not Recognizable