The RATS Software Forum

That is what I'm looking for. Thanks a lot!

Thanks. I used those commands to make it work. Is there a way to create a term representing a set of series that can be referenced in a variety of contexts? For example, in SAS you can write %LET regressors = x1 x2 x3; And then type "&regressors" whenever you want to estimate a model w...

Hi there, This is a basic question, I know, and it's addressed in the manuals, I know, so I apologize for asking, but I spent four hours reading the manuals and forums, trying to hack it, but I couldn't get it to work. I want to represent a list of regressors with a single word. I then want to add a...

Is there any way to estimate a DCC GARCH model with different sets of regressors in the variance equations? The code for my attempt to do so is in the attached file. It's a modification of the example file "garchmvdcc2.prg." The problem comes at the end, when the "garch" command ...

I see how that works. The problem I have (that I didn't explain in the initial post) is that I'm actually trying to make _two_ tables in each loop. So I think I need to have the open and close commands within the loop. On a related note, I see how to put one and two significance stars on an entry in...

I am working on a program that contains a loop that estimates the same model on several sets of dependent variables. Within the loop are the following instructions that open text-file report and append the results from each set of dependent variables to the report. open(append) copy "filename.t...