The RATS Software Forum

Dear Tom： If there were no observation errors, there would seem to be no difference between assigning the intervention variable to the mu and z options. However, in reality, there is a significant difference in the estimates. If the intervention effect is in the z option, then the intervention effec...

Dear Tom: Power generation should exhibit varying changes during the three stages of the mobile festival: before, during, and after. Electricity consumption can be broadly categorized into industrial and residential consumption. Industrial consumption is further divided into continuous and discontin...

Dear Tom:


I have identified the cause of the problem. I should have set the intervention variable to the 'mu' option instead of the 'z' option. The intervention variable should act on the observed variable rather than the state variable.

Best regard
Hardmann

Dear Tom: Our dummy variable is the Spring Festival, a lunar festival that typically moves between January and February. We constructed it as a three-stage model, namely before, during, and after the Spring Festival, with each stage simply lasting for 7 days. Before the Spring Festival, it increases...

Dear Tom: I have a question about the decomposition. I decomposed the log of monthly electricity consumption into trend, cyclical, and seasonal components. The trend component is very smooth. After adding some intervention variables, the log-likelihood improved, and both AIC and BIC (or SBC) decreas...

Dear Tom: I have programed a couple of the codes of State space with DLM to deal with Extend kalman filter. When I update Winrats from V11.00c to V11.00d, my old codes cannot get right result that is normal under V11.00c. My codes is not stable, which has different result under different version. I ...

Thanks Tom

Dear Tom: The MF-VAR model is cast in state-space form. How to estimate the MF-VAR model in Winrats? In econometric softwares, Winrats' SSF is very powerful and easy to use, why are there no related subroutines or examples? Even in the e-course of SSF or VAR, there are no relevant examples? Best Reg...

Dear Tom:

Thanks, It works.

copy(dates,format=xlsx,org=columns,dformat="YYYY:PP")

Best Regard
Hardmann

Dear Tom:

There is new problem.



Best Regard
Hardmann

Dear Tom. Thanks. My question is very simple. After the DLM instruction is executed, its report table includes coefficients, T-values, standard errors, and significance levels. At the same time, it also provides defined variables, but there happens to be no significance level among them, and there a...

Dear Tom: I want to estimate the multi specification of DLM model in a winrats program file. I want to record all estimates of multiple specifications and then choose the best one. I record the %CONVERGED of model, and %BETA,%TSTATS, %STDERRS of coefficients. However,significance is lack. Especially...

Dear Tom:

Thanks. I got it.

Best Regard
Hardmann

Dear Tom: Thanks.I have updated my Winrats to version 11. I have tried the Dfname, it works. However, I try /Dfreq="quarter" /Dstart="1947Q1" to use FREQ and START inside the RATS program. It does not work.How do I set it up in Python and RPF? I use python to call Winrats, and fn...

Dear Tom:

When I read the code of Proportional Denton Method, I feel mazing that how could you find out the method or algorithm. This is concise and efficient .Could you explaind further?
By the way, why you do not publish it on the journal?

Best Regard
Hardmann