The RATS Software Forum

Dear Tom, thank you for your help at last question. Can you help me to answer another question please? I now can stimulate the response of other variables to one shock. however, I now want to calculate cumulative response of some variables to this shock. for example, I want to draw the graph of cumu...

Dear Tom, Can you please answer me a question? I run my model using Uhligpenalty function similar to Mountfort anf Uhlig 2009. however, each time I run the model, the output seems to be a bit different from last output. I think each time I run the model, The result takes one matrix H that need to sa...

Dear Tom,
Can I ask you one question please?
I used Uhligpenalty function for my model and I also tried to use Uhligaccept function. the results of both of them look the same. so what is the differences between Uhligpenalty function and Uhligaccept function?
many thanks

Thanks Tomdoan for your help. Can I have an other question about Uhlig2.rpf file. the explanation "Post-processing. Graph the mean of the responses along with the 16% * and 84%-iles." and the code " compute frac=%fractiles(work,||.16,.84||)" can you please explain for me a little...

Dear TomDoan,
Thank you for helping me.
I checked the acceptation and it got 422 acceptances.
Do you think with this acceptances, it can be accepted?
Thank so much

I followed 7 steps in Sign restrictions chapter in RATs handbook for Vector Autoregressions and based on Uhlig 2005. It looks to be ok but the results (graphs of response) showed not correct with the restrictions. I wonder that the restrictions codes I wrote is not correct. if atest(1)<0 compute a=-...

Dear Tom, Can you help me to correct the code below please? I want to restrict "when Government expenditure (Gt) increases, government expenditure (gt) will increase, Taxes (Tt) will increase, GDP (Yt) will increase and Unemployment rate (Xt) will decrease". My codes are: OPEN DATA "E...