The RATS Software Forum

Thanks a lot. Seasonal greetings, Ulrich Fritsche

Dear Tom Doan, I am using tests for (periodically repeating) mildly explosive behavior (rho > 1 but close to 1). Phillips et al (2011, 2012,2015) propose several ADF-type tests (recursive, rolling window) and a MATLAB / GAUSS code is available here: https://sites.google.com/site/shupingshi/home/rese...

Got it. Thank you!

Thank you. I was offline for a day and just found your answer. But I have to ask again. n is %ebw, right? But still, it is NA what shows up in my output because %ebw gives such a small number and comp n = %ebw disp sqrt(1.0/((n-1)/%invftest(.05,2.0,2*(n-1))+1)) tries to find a square root of a negat...

Thank you but I am still struggling with it. I added the files I am using. I found another version of getting critical values according to a table in Koopmans (1974). For this I need the %EDF function but this is fine. This would yield 0.533 for the coherence given %EDF = 20. A follow up question: D...

Dear all, I tried to figure out the critical value of the coherence as calculated in CROSSPEC.SRC. I found an old post who suggested: C_crit = sqrt(1-alpha^(1/(n-1))). I have monthly data from 1960-2014 and the %EBW delivers 0.08590. I added some lines to CROSSPEC.SRC as follows (after POLAR and bef...