## How can I save output value data from Rats

Questions and discussions on Vector Autoregressions

### How can I save output value data from Rats

Hello, I estimate comovement between two macro variables using Den Haan (2000) procedure which is available in estima website.

I mean Den Haans's paper titled comovement between outputs and prices (Journal of Monetary Economics).

The code enables me to show graphs, but I'd like to get the output, correlation coeffiients and, confidence level(99,95,90) values.
Could you let me know how to save these output values?

The following codes belong to part of computing confidence band and reporting graphs.

dec vect samesign(ncov)
do i=1,ncov
sstats(mean) 1 nboot (bootcorr(t)(i)>0.xor.basecorr(i)<0)>>samesign(i)
end do i
*
set c05 1 ncov = %if(samesign(t)>.95,basecorr(t),%na)
set c10 1 ncov = %if(samesign(t)>.90.and.samesign(t)<=.95,basecorr(t),%na)
set c00 1 ncov = %if(samesign(t)<=.90,basecorr(t),%na)
*
graph(nodates,style=bargraph,\$
footer="Figure 3A Quarterly data with unit root imposed") 3
# c05 1 ncov
# c10 1 ncov
# c00 1 ncov
marvin2jhjh

Posts: 2
Joined: Fri Jun 15, 2012 8:58 pm

### Re: How can I save output value data from Rats

Code: Select all
`clear(zeros) f99 f95 f90do i=1,ncov   set booti 1 nboot = bootcorr(t)(i)   stats(fractiles,noprint) booti 1 nboot   compute f99(i)=%fract99   compute f95(i)=%fract95   compute f90(i)=%fract90end do i`

The four series that you want are basecorr, f99, f95 and f90. You can do a COPY instruction to write those to a file.
TomDoan

Posts: 2725
Joined: Wed Nov 01, 2006 5:36 pm

### Re: How can I save output value data from Rats

Thank you very much!!!
marvin2jhjh

Posts: 2
Joined: Fri Jun 15, 2012 8:58 pm