The RATS Software Forum

No Tom unfortunately I don't have any book. Our lecturer who deals with RATS and GARCH models is away until September hence why I came on here for help as my first port of call having helped me in the past.

Hi Tom, Thanks for your help in the past. I'm back again with more results from another assignment and I need your help :oops: My RATS skills haven't improved too much. I ran a code from our Lecturer using WTI spot prices and WTI futures prices. I'm looking for an interpretation of the coefficents i...

Thanks Tom. Have you got any suggestions on what I could say about my ARCH output? Again anything basic would be greatly appreciated as this is the first time I've looked at this stuff. Linear Regression - Estimation by Least Squares Dependent Variable A Usable Observations 189 Degrees of Freedom 18...

Hi guys, I was given data to run through RATS using a Multivariate GARCH model and as part of the assignment we have to comment on the results. However we have recieved absolutely no guidelines or lessons on how to interpret the results. I ran the data for Gold spot and Gold futures prices and it ga...