The RATS Software Forum

Thanks much for your quick response Tom.

Hi Tom I hope that this is the correct forum for this post. Anyhow I was trying to replicate the results of this paper "Estimating Multi Country Vars" BY Fabio Canova and Matteo Ciccarelli, the authors provide their replication codes on this website http://apps.eui.eu/Personal/Canova/Publi...

Thanks for advice for Tom . I will let you know if this works out.

HI Tom

let go ahead and post my code, can you look over the code and make sure everything is kosher? I ran the code and everything was okay however can you one more look at it for me please?

Hi Tom I have a quick question regarding the use of flipper with MONTESVAR and MONTESVAR_MH, do the results using flipper for the IRF differ using MONTESVAR and MONTESVAR_MH? The reason why I am asking is that I am trying to use flipper with MONTESVAR_MH but for some reason it doesn't work. I am not...

Hi Tom I hope that this email meets you in good spirit and health. I recently came across a paper "EU MEMBERSHIP AND THE STATIONARITY OF BUDGET DEFICITS" during my search panel data models with structural breaks. In reading the paper i noticed that in the footnote on page 12 I noticed that...

Hi Tom I have somewhat of a silly question but I will ask nonetheless since i really I don't understand. In the case of a two shock or higher case in var's with sign restriction how does one know where the shock is emanating from. To make myself clear in terms of what I am asking, lets suppose that ...

Hi Tom I trust that this question is readily answerable and doable. I am doing a forecast with a VAR model and I would like to know how to plot actual versus forecasted values together in a single graph to track how closely the forecasted values track the actual data points? Thanks in advance for yo...

Hi Tom this may be a very dumb question but i will ask nonetheless. Is it possible to estimate this model with two (2) variables and if so what are the parts of the code that i will have to amend?


Thanks in advance for your guidance.

Hi Tom I am posting a code that i want you to look over for me it uses the conditional forecast src function. I am getting a bit of trouble with the code can you just look it over for me and correct any mistakes in it for me please. I am attaching the code and the data.

No i haven't changed anything i was using Todd'c code with the data set that he posted just to get an example run of the code to ensure that all the commands execute however i kept getting that error message.

Thanks for the response Tom. I did however from the inception download the src file even the most updated however no matter what i try o still get the same error regarding that ## CP18. VARTVPSVKSC is not the Name of a PROCEDURE. (Did you forget to SOURCE?)
>>>>end<<<<

Dear Tom i am trying to use the time varying parameter with stochastic volatility which was posted by Todd Clarke, however when i try to run the instruction it cosnistently return this error message. ## CP18. VARTVPSVKSC is not the Name of a PROCEDURE. (Did you forget to SOURCE?) >>>>end<<<< I am us...

Thanks much Tom

Dear Tom I recently came across a paper using a VARMA AGARCH model Hoti et al (2002) which states that the VARMA GARCH model is a standard procedure in RATS. I have been trying to find where this standard procedure is but to no avail. The model is similar to Ling and Mc Aleer (VARMA GARCH) with the ...