The RATS Software Forum

Hello Tom, I need generate the next equation with negative numbers, (for example f=-5) I need start the sequence from -5, the idea is to generate a list of numbers, with this equation (like how I did, para f=1 o f=2), from f=-1 o f=-5. How could I do it? Because, I only could do, with positive numbe...

But, when I used the instruction "eigen" only I can use with square matrices. In my case I have an other type of matrix, and When I use this instruction, the program shows error like "## MAT3. Matrix with Dimensions 486 x 488 Involved in EIGEN Operation. Need NxN" for this reason...

Hello Tom, I have a question, I used the instruction “%eigdecomp” in order to calculate the eigenvalues and the eigenvectors for one matrix (because my matrix isn´t symmetric, for this reason I can´t use Eigen), but only I need are the eigenvalues, ¿How do I extract the eigenvalues and eigenvectors ...

Hello Tom, I am writing because, I need estimate a regression with two variables dependents and two variables independents and calculate the residuals, i.e. I need estimate a multivariate regression. And, I don´t know, which is the instruction for I do it. Can I use “linreg”? but I think this instru...

Hello Tom, I need to simulated two series with the specification for this code: @SeasonalDLM(type=fourier,a=as,c=cs,f=fs,SPAN=12) @LocalDLM(a=al,c=cl,f=fl) dec symm sigmav(2,2) sigmal(2,2) sigmas(2,2) dec symm sw compute a=(al~\as)~\(al~\as) compute f=(fl~\fs)~\(fl~\fs) compute c=(cl~~cs)~\(cl~~cs) ...

Hello Tom

I revised the examples about @seasonaldlm, but, I couldn´t run the code because I don´t have the data sets. You known where I can find those data sets for these examples.

Thanks for your help

Best regards

Hello Tom, Yes, I understand that the seasonal component its different for this reason, I need to help. But, you doesn´t matter. Don´t worry. Thanks Now, you can help with any example about how used the instruction: @localdlm and @seasonaldlm, in the instruction dlm, for two series, the idea is to e...

Hello Tom, Thanks for your help. Can you help me with a example: how do I use the instruction @LocalDLM(options) and @SeasonalDLM(options)? because I need to fit the next model: yt = μt+st + εt, μt = random walk st = summation of h=1 until h=[s/2] of zt(h)*γt(h) Where, Zt(h) = (IN ⊗ zt(h)') , zt(h) ...

Hello Tom Thanks for your explication about the change a data monthly, I have a question, the values of matriz of variances sigmaeta, can be numbers anyone? Yes, it is a model space state of seasonality, but I need to apply a other metodology, for this reason I need to extract the seasonality. What ...

Hello Tom, I have a question: I tried to change of code, data monthly and I have many problems with dimension of matrix cf because it is diferent. How I use this instrucction for data monthly? I have an other question: which is the best form to extract of seasonal for two simulated series? I tried t...

thanks, but if I created a randown walk with variance 1.0 for one distribution normal, what kind of variance I have to put in the instruction dlm?

Hello Tom, I tried to write the program but I have problems: 1. I have a problem when I tried to make a white noise with the rank h=1......[s/2], because it show only fourth observations, the others are zero. 2. When, I created a vector c, it have an error " ## DLM5. Probable Model Error. Diffu...

Hello Tom, Thanks for your help. But now I need to change a serie of Random Walk that I attachment the code, in one serie that include elements seasonal, like this equation yt = summation of h=1 until h=[s/2] of γt(h), Where, yt is a random walk, like that, γt(h) = γt−1(h) + ηt(h), h= 1, ..., [s/2],...

Hello I need to create a vector (100 rows,1 column) with simulated data for this equation: st = summation of h=1 until h=[s/2] of Zt(h) where, zt(h), is the spectral indicator variable associated with each of the λ(h), that is: zt(h) = (cos λ(h)t, sin λ(h)t)' for h < s/2 and, when s is even, zt(s/2)...

Hello Tom, Thanks for your help. I tried to do the last code, but it don´t show a vector of series that I need, for this reason I write you again. I need to create a vector (100 rows,1 column) with simulated data for this equation: st = summation of h=1 until h=[s/2] of Zt(h) where, zt(h), is the sp...