The RATS Software Forum

Sorry for this.

Thanks you very much Tom.

Thank for valueable comments TomDoan. but the determint of the lower tringer matrix and the determint of the symmetrix matrix is not same. So I want to know that how can i reform the lower tringer matrix to symmetrix matrix? I also saw the 'EIGEN Instruction' eigen(cvalues=cv) %%hh(t) disp "Eig...

Hello. I'm rats 9 user. I want to know How I can calculate the determint of the variance-covariance after dcc-garch estimated. clear open data data.xls calendar(w) 2005:01:04 data(format=xls,org=columns,sheet="sheet3",top=2,left=2) 2005:01:04 2015:11:30 $ kospi ni jpbo kobo krw jpy garch(p...

Thank you tom.

I really appreciate it.

Thank you Tom. but I saw the paper that compare row and column normalzation. Xiangyi Zhou. etc(2012), "Volatility spillovers between the chinese and world equity markets", Pacific-Basin Finance journal although It doesn't make sense to normalize on columns, I really want to learn how to no...

Hi, I'm beginner in rats. recently I'm interestd in DY Spillover Index, and DY(2012) say Spillover table can normalize the elements of the variance decomposotion matrix with the column sum of these elements. I want to compare row and column normalization. Following is the replication code for DY(201...