The RATS Software Forum

Many thanks Tom.

Dear Tom, One task that I always struggle with is the computation of the average across series. The need for doing this arises, for example, in forecast combination applications. In that context, I have a set of forecasts that I have previously generated (a set of series, perhaps organized in a vect...

Hi There, I am having the same problem as Jim, getting about the same error message, but when I press the button to clear the memory. Basically, I can't work.
Is this an emergent bug, I never had it before?
Best regards,
Valerio

Hi There, I just moved to RATS 8.20 and I am having the problem that I cannot zoom in or out, i.e. cannot change the size of what I see in the RATS input and output windows. I know it sounds like a minor problem but it a bit annoying because I am used to work by running the code as I write on the pa...

Dear All, I estimated DCC-GARCH conditional correlations using the GARCH instruction with the MV=dcc option. Does anybody know how to estimate standard errors? What I'd like to do is wrap the DCC conditional correlation series with a 95% confidence interval. Any help would be very much appreciated! ...

many thanks!
Valerio

Dear Tom, I wonder if I could ask for your kind help to double check whether the code below is ok. I need to forecast the rolling out of sample mean and variance of a number of series and its really crucial that I get the 'time subscripts' right. The model is a relatively simple ARMA+GARCH. My big w...

Dear Tom, Many thanks for getting back to me. Yes, taking the source instruction out of the loops speeds things up a bit, but as you say there is still an awful lot of calculations to be done so it still takes a while. Unfortunately i need to get all those calculations done, can't get around that un...

Dear Tom, Many thanks for getting back to me. Actually, i have good news. Today I upgraded to RATS 8 from RATS 7.20 and now the code works without crashing! I am attaching the code (and the dataset) anyway in case it may help explain why it was causing my laptop to crash when i was running it in RAT...

Dear All, I am running RATS code on Windows 7 that I knows works on Windows XP. It goes through many loops to do rolling forecasts of various series. Basically, I am using 5-year windows of monthly data to generate monthly out-of-sample forecasts of currency returns. In Windows XP it just used to ta...