ESTAR

[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

[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.

[ef08kp]

Sorry, but it is an estar transition function

[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.