The RATS Software Forum

ok, i figured out a workaround: successfully importing a whole new *.xls data set -- which was just the original plus a new series. But still, this problem seems buggy, more trouble than it should be.

Just as another comment. I tried rebooting my computer, to no avail. And with repeated tried to save, I keep getting a 'Runtime Error' saying that Runtime has encountered an unusual process, and has to shut down. This has happened several times. Should I assume that my version of Eviews 8.2 is corru...

I have a well-functioning panel data series in RATS format. But when i import a new series into it from excel, everything looks good -- individuals and times seem to line up when i look at the data. But it won't let me save it! When I try to save, it just sits there, and when i try to close it out i...

You're right; thanks. I just did a simple LINREG command on the residuals and that works. I'm trying to run a bootstrap on the cointegration results. You helped me earlier; see the beginning of this same post.

I figured out I can do the above task by converting series to matrices, and then matrix partitioning commands. I now have another little problem, however. Using the following code, data(for=rats) / outputavr turnavr velavr balavr @paneldols(lags=1,average=sqrt) # balavr outputavr set uhat = %resids ...

I have successfully run the panel bootstrap as shown above. I now have 10 shuffles (s) of each of the 6 individuals (i) for 15 time periods (t) each; each of these 10 s shuffles is now in a vector stacked first by i, and then by t for each i. So my challenge is to rearrange all of these into one lon...

Thanks for your comment, Tom. You're right, I don't want to shuffle residuals between individuals, just 'within' them. I thought the block method might work if one could re-start the series at different points, 'reconnecting' with the creation of appropriate new 'transitional' residuals. A paper I'v...

I have a question about panel bootstrapping . RATS 8.2 has bootstrapping with an option for PANELS, but this seems to involve merely shuffling the INDIVIDUALS, leaving the time structure of each unchanged. Repeated draws with replacement of individuals might be useful if I had a large number of them...

I can answer his first question, but still wonder about the second. As for the intercepts, they can be seen with the command display %%ibetas But I also wonder how to recover the residuals. When I run the TABLE instruction after doing @panelfm, it shows me a "U" series with a zero mean and...