The RATS Software Forum

Dear Tom, The Tse test procedure gives this message: The Error Occurred At Location 0297 of TSECCTEST Line 32 of TSECCTEST ## MAT14. Non-invertible Matrix. Using Generalized Inverse for SYMMETRIC. ## MAT17. Can't Use Row Range of 1 to 0 in Left out of table operation The Error Occurred At Location 0...

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Dear Tom,

Egarch does not appear to work for Tse's test, but tgarch does?

Thank you very much for your help.

Eric

Dear Tom, How do I know that I am not getting a local maximum, but a global maximum in RATS when estimating the VAR EGARCH? In addition, if I want to test whether the assumption of constant correlation of the VAR EGRACH model is valid, can I just do the Tse test on a GARCH on the same data or do I h...

Dear Tom,

I am new to RATS and I am not sure if I get what you are suggesting.

Thanks again for the help.

Eric

Dear Tom, I think I am plotting the conditional correlation, could you please check if I am doing the right thing? In addition, I am unsure what you mean by specific range? In the last message you said: set ustd %regstart() %regend() = ... However, I do not have ustd and if what I should change is t...

Dear Tom, I have also run a DCC GARCH, however, when I try different sub sample. It gives me this mesasge and I am not sure how to solve this problem: Covariance\Correlation Matrix EPS(1) EPS(2) EPS(1) 0.998319716 0.80582 EPS(2) 0.804753930 0.999040960 ## MAT15. Subscripts Too Large or Non-Positive ...

Dear Tom, Thank you for the reply, I figure that part out, but then it gives me a message saying: ## SX17. Missing Operator or Adjacent Operands >>>>og = a(i)(1)+ad(i)(<<<< In addition, I was wondering what the appropriate starting guess values for a,g,d could be? Thanks again. Eric

Dear Tom,

I put the dummies into the varaince equation and try to run it, it gives me this message:

## SX22. Expected Type REAL, Got MATRIX(REAL) Instead
>>>>t))*log(v(i)(t-1))<<<<

Thanks again,

Eric

Dear Tom,

Is there a way to put a dummy of a set number of observations? For example, a dummy on observations 2000 to 4000.

In addition, I am running the alogrithm, but the initial values seem to be arbitrarily.

Thank you very much for your help and time. I greatly appreciate your help.

Eric

Hi Tom,

I have managed to import the data to RATS. When I view the data series, it goes from 2009 08 to 2015 01. At the moment I import the data as follows:

CAL(PPD=119,I) 2008 08 11

Thank you very much.

Eric

To Whom It May Concern, I am having trouble in getting data that I have onto RATS. I tried the data wizard, then intraday, then set the number of observations. However, I was not successful. I would appreciate it if you could please help me in getting the data onto RATS. Thank you very much for your...