The RATS Software Forum

Hello Tom, I am trying to do 40 different VARS and want completely different sets for IRFs, but these 40 VARs do have some common variables, so they are not completely irrelevant. So I first estimated 40 different VARS, do some transformation for coefficients and sigmas, then reassign these new coef...

Hello, I am trying to simulate the Monte Carlo error bands for a 6-variable VAR model. The procedure @MCVARDoDraws and @MCGRAPHIRF are really helpful and make it much easier to do the simulation, but my case is that I use new coefficients and sigma matrices for the VAR, but not the estimated one. He...

Hello Tom, I posted a question about reading series from excel using loops in VAR forum session and thanks for your help. I want log-difference for each series, I have so far successfully read series in logs by do loop, but I just could not do difference, because RATS wont recognize "set statep...

Hello, I want to save the rectangular coefficients matrix of several VAR model in to a series, for example, I want to see coeff(1) denotes the coefficients of VAR(1), coeff(2) denotes the coefficients of VAR(2), etc... The problem I have is that I can not correctly declare the series number because ...