The RATS Software Forum

Tom, thanks for getting back to me. I think there is something wrong with the Bai-Perron program. If you specify the number of breaks to be say n, it will return n number of breaks. I use the same dataset in Gauss and R and tun the Bai-Perron tests. I get radically different results with RATS. The r...

Tom, thank you very much for all your help. My programs are working now. RATS is giving me the same number of breaks as the BP programI have in GAUSS. One stupid question. In the output file, I can see how many breaks there are but is there a way to find when these break occur? There is nothing in t...

Hi Tom,

my matlab codes works well now since they give the same results as Boivin. But since I am switching to RATS for time series work, I was interested in knowing if anyone had codes on the Boivin paper. Thanks for all your help.

T

I am a newbie to RATS, so please be indulgent if the question seems trivial to you. I would appreciate any help though. I am trying to run the Bai Perron multiple structural break test This is what I have: Cal(q) 1962 COMPUTE GSTART=1968:01, GEND = 2006:02 ; all gend OPEN DATA "/Volumes/PATRIOT...

Does anyone know if there are code for Rats for this paper from Jean Boivin? "Has U.S. Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data" I have built the some codes in Matlab but I am not sure if they are working well. Thank you for all your help.

Thomas