Search found 6 matches

by writ
Wed Feb 15, 2012 7:06 am
Forum: Looking for Code?
Topic: Auerbach-Gorodnichenko AEJ Smooth Transition VAR
Replies: 2
Views: 7385

Re: Auerbach-Gorodnichenko AEJ Smooth Transition VAR

I would also be interested in the code used to replicate this paper.
by writ
Tue Feb 22, 2011 10:14 am
Forum: Data: Reading, Writing, Transforming
Topic: Write a scalar to a FAME database
Replies: 4
Views: 8339

Re: Write a scalar to a FAME database

"RATS is not Perl" -- you can say that again. Thanks for this code -- that is a very useful helper function.

Another option would be to store the scalars as "fake" series in FAME.

A third option is to use Perl to take my data to presentation.

Thanks again Tom.
by writ
Thu Feb 17, 2011 9:22 am
Forum: Data: Reading, Writing, Transforming
Topic: Write a scalar to a FAME database
Replies: 4
Views: 8339

Re: Write a scalar to a FAME database

Hi Tom, My exercise is to run a horse race between a number of competing forecasting models that use different datasets and training periods in order to declare a "winner" based on a few basic criteria. Once the winner is selected, my final forecast will be based on the forecast from that ...
by writ
Wed Feb 16, 2011 8:00 am
Forum: Data: Reading, Writing, Transforming
Topic: Write a scalar to a FAME database
Replies: 4
Views: 8339

Write a scalar to a FAME database

Hello all, I cannot seem to figure out how to write a scalar to a FAME database. The COPY instruction appears to only work for data series. More generally, what is the best way to output model statistics from a program in a way that could later be recalled by an external program (Rats or otherwise)?...
by writ
Wed Feb 09, 2011 1:48 pm
Forum: Help With Programming
Topic: Help with RECTANGULAR[series]
Replies: 2
Views: 6283

Re: Help with RECTANGULAR[series]

Thanks Tom, The RECT[series] construct is definitely useful in some contexts but can be a bit constraining in others. I think it will take me some time before I figure out which is which... For others who are interested, I ended up using the MAKE instruction which converts a VECT[series] into a matr...
by writ
Wed Feb 09, 2011 8:25 am
Forum: Help With Programming
Topic: Help with RECTANGULAR[series]
Replies: 2
Views: 6283

Help with RECTANGULAR[series]

Hello all, I am having some difficulties figuring out RECTANGULAR arrays and it seems like I end up using a number of do loops where more efficient methods should be available. 1. Can I do a vertical concatenation of two RECTANGULAR[series] arrrays? If A is (1,6) and B is (1,6), how do I make an arr...