The RATS Software Forum

Dear Tom,

Thanks for you reply. I am using MCMC method.

Rosen

Dear Tom, After running a 3 variable markov switching var I am trying to do a f test to see whether my coefficients/intercepts are different. I was trying to test whether betasys(1)(1,1) and betasys(2)(1,2) are different. I give the following command restrict 1 # 1 13 # 1 -1 0 i get `## Unassigned 1...

Dear Tom, i am trying to do FEVD after running the regime dependent impulse response. I have read your earlier post on this. Shall I write , compute factor=%decomp(sigmav(1)) error(noprint,model=MSSysRegModel,results=error1,steps=8,factor=factor) It would be grateful if you can tell whether I am doi...