The RATS Software Forum

hi, I have a estar model and have to check whether restriction conditions are met or not. Enders manual has the following code: ratio(degrees=df, mcorr=c, other options) start end # series containing the residuals from the unrestricted system # series containing the residuals from the restricted sys...

Sorry, but it is an estar transition function

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})(...

I was estimating the an estar model for yen dollar ( CPI based) real effective exchange rate with P =1 and d=1 ( the lag and delay parameter respectively). could you please just check the code below as i was not getting right results given i was practising on a paper that has used the same dataset f...

thanks for such a lucid reply on the code. I gave the following code after making amends: OPEN DATA "H:\LYNX.xls" CALENDAR(A) 1821 ALL 1934:01 DATA(FORMAT=XLS,ORG=COLUMNS) 1821:01 1934:01 lynx set x = log(lynx)/log(10) diff(center) x / xc source startest.src do d=1,9 @StarTest(p=11,d=d) x ...

Hi, the part of the that i didnt understand is: frml(equation=standard,vector=phi1) phi1f frml(equation=transit ,vector=phi2) phi2f frml star lynx = f=flstar,phi1f+f*phi2f nonlin(parmset=regparms) phi1 phi2 nonlin(parmset=starparms) gamma c nlls(parmset=regparms,frml=star) x equation standard x # x{...

hi, I am modelling real exchange rates for developing countries and to do that i am using Terasvirta's ESTAR models. Well, yes there exists a zipped folder that replicates terasvirta's 1994 results however the examples that are mentioned in the file are about LSTAR models. Neverthless when i ran the...

I also would also like to add that enders.zip which contains money_dem as demonstration Is also being seen as a text file by RATS 7.1.

what actually is happening is that whenever i am giving the code a browsing window opens showing all files that are in excel format,and quite annoyingly no excel files on my computer are there. However, i went through chris brook's book which contained a section on data import it mentioned that data...

this may sound very elementary but i have been trying to open my excel data file but only to failure i am using the code provided in enders manual. The code that i use is as follows
cal 1973 1 12
all 2009:5
open data c:\eme.xls
data(org=obs,format=xls)

COULD SOMEBODY HELP ME BY PROVIDING CODE FOR ESTAR MODELS