The RATS Software Forum

Dear sir Hello. I’d like to ask a question about one-sided test. I did hypothesis test as following. 1. Linear Regression Return = constant + a1*return(1 lag) + a2*return(2 lag) + b1*flow(1 lag) + b2*flow(2 lag) The coeff. are a1, a2, b1, and b2 2. one-sided test H1: b1 + b2 < 0 To test the hypothes...

Dear Tom,

Thanks for your helping.

Best Regards

Dear Sir, I am trying to create a do loop for opennig xlsx files. I have three files that are composed of same series with different lengths, and each file’s name are a number 1, 2, and 3. I made programs but Something seems wrong. Also I am trying to export residuals series as xls files named n. I ...

Dear sir,
Your answers are being very helpful understanding SVAR.
Thank you very much for your great advice.

Thanks very much for your kind reply :) I used the CVmodel with diagonals in the parameter set. Still, the problem of covariance matrix has been encountered, even I chang the endogenous variable. The variance and covariance matrix of residuals seems to have hitting enough restricted space as followi...

Thanks vary much for your answer. I need to think more carefully about this problem with covariance matrix. I have a additional question about restriction on CVMODEL I use the three restrictions of c23=0, c32=0, and c13=-c12 on CVMODEL c13=-c12 means that sum of contemporaneous effect of third varia...

Dear Sir I have three questions with regard to the SVAR model using CVMODEL as attached RDF file. First, question is about identification. Using the three restrictions of c23=0, c32=0, and c13=-c12, the SVAR could be just-identified. Can I identify SVAR using not zero restriction on CVMODEL such as ...