Simulating a CATS model

[Martin]

Hi, I try to simulate data from a CATS model as the following. However, only the first round it works. When it goes to the second round, the SIMULATE commend will return an error saying

"## SR6. Missing a Necessary Parameter. Check Instruction Syntax"

I am lost. Thanks for any possible comment.

===My Program===

@cats(r=2,lag=2,shortrun,export=var) 1983:1 *
# Y M2 R P2

comp catsmodel0 = catsmodel
comp omega0 = %omega1

do i=1,500

simulate(model=catsmodel0,from=1983:4,steps=500,results=z,cv=omega0)

set ys 1 500 = z(1)
set ms 1 500 = z(2)
set rs 1 500 = z(3)
set ps 1 500 = z(4)

@cats(r=2,lag=2,shortrun,nomenu,noprint,export=var) 400 500
# Ys Ms Rs Ps

...Other bookkeeping lines

end do i

[TomDoan]

I don't see anything wrong with that. You'll have to send the full program with data to support@estima.com so we can run exactly what you have.