The RATS Software Forum

I see. Thanks.

Best,
April

I replaced "%ranbernoulli" with "%ranbranch" in the source procedure BVARSELECTION. However, I got the following error message: ## CP18. SETHFIANDVFI is not the Name of a PROCEDURE. (Did you forget to SOURCE?) >>>> @sethfiandvfi(<<<< It does not seem to be a standard RATS procedu...

Dear all, When I tried to run the posted RATS code, the following error message showed up: ## SX11. Identifier %RANBERNOULLI is Not Recognizable. Incorrect Option Field or Parameter Order? >>>>)) = %ranbernoulli(<<<< If the name isn't mistyped, it's possible that you have a poorly formatted instruct...

Dear Tom,

Thanks. I will try to run it.

Best,
April

Hi Jonas,

I think we need "mcmcpostproc.src" file to run the RATS program you posted. Could you please make it available? Thanks.

Best,
April

Dear Tom: I repeat the example of Morley, Nelson & Zivot(2003), "Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? When I substitute Chinese quarterly real GDP seasonally adjusted and slightly alter origin code, I encounter some problem. When I esti...

Actually I have been running my programs on RATS Pro 64 9.00. After I routed the output to a text file, Windows no longer reports "low memory" warning and I have got the results. (Thanks for your suggestion!) But the results are obviously abnormal. I will work on the model and try to impro...

Dear Tom, Sorry that I did not make myself clear enough. The error code is X13 and the program was still running, so I thought it was more like a warning. When I run the same program using different data sets, the warning shows for a few data sets but not others. For data sets without any warning, t...

Dear All, I am running RATS code on Windows 7 that I knows works on Windows XP. It goes through many loops to do rolling forecasts of various series. Basically, I am using 5-year windows of monthly data to generate monthly out-of-sample forecasts of currency returns. In Windows XP it just used to t...

Dear Tom, I am estimating hundreds of VARs within a loop and I want to extract and save the F-statistics and/or p-values for the F-tests given by using the "ESTIMATE" instruction. I have read the user guide and several manuals but could not find the solution. Could you please help me out? ...