The RATS Software Forum

Dear Tom, I have a balanced panel data set of 61 economies from 1970 to 2013. The research involves two empirical methodologies: sample splitting approach and threshold modeling. Equation (1) Y = B0 + B1*X + e (if D = 0) Equation (2) Y = B2 + B3*X + e (if D = 1) or Equation (3) Y = A1 + A2*(1-D)*X +...

Great. Thank you very much, Tom.

This will create a vector with 1//1970:1 2//1986:1 instead of a matrix with 1//1970:1 61//2013:1. Ideally, I would like to have the value of correlation assigned to each country over time. Is there a way to modify this setting? Thank you.

Hi Tom, Thank you for the advise. Since I have a panel data, is there a way to store the output by country? I have attempted the following procedure, and I received an error message from the system. Perhaps, I am doing this incorrectly. do i=1,61 cmom(corr,print) i//1970:1 i//2013:1 # gdp_detrend go...

Hi Tom,

I fixed the code but the output doesn't seem to exist.

cmom(corr,print)
# gdp_detrend govt_detrend
compute mycorrs = %cmom(1,2)

print / mycorrs

## SX22. Expected Type SERIES[REAL], Got REAL Instead
>>>>print / mycorrs<<<<

Dear Tom,

I would like to store the correlation between two variables, but my following command does not do the job. Could you please direct me as to what is missing in my code? Thank you.

cmom(corr,print)
# gdp_detrend govt_detrend
compute mycorrs = %cmom(gdp_detrend,govt_detrend)

Thank you for the advice, Tom.

Dear Tom, Is there a way to restrict the axes of a linear plot without distorting the linear lines? As you can see in the attachment (linear_plot_2.jpg), when I restrict the vertical axis (vmin=0), the output is not the same as I expected. Ideally, I would like to focus on the positive section of th...

Dear Tom, I am trying to run the seemingly unrelated regression command using preg(method=sur) and I keep getting the error message "## REG12. SIGMA Is Singular/Not PSD At Row 43. Too Many Equations for Data Set Size?" I have a panel data with 51 economies from 1971 to 2011. The sample is ...