The RATS Software Forum

I checked the detailled instruction in your website so i knew it wasn't going to work but i didn't find any alternative: I didn't know it was possible to simply cumulate models with that instruction!!
And it works perfectly.

Thank you again

Thanks a lot Tom!

So i got everything wrong...
Thanks for your explanation. I need to model a var or vecm for a university project.
I'll try to do what i can with these series and if it's too hard, i'll change my subject.

At least, I know how to start!

I am blocked here: compute estimstart = 2001:01 compute estimend = 2016:02 compute prevstart = 2001:01 compute prevend = 2016:02 compute stepsahead = 1 clear rhat1 do time = prevstart,prevend-stepsahead system(model=varmodel1) variables dlsalr dlipc lags 1 to 4 det constant DUM200803 DUM200903 end(s...

Hello, I want to combine a VAR model (with 2 variables) and an arma to forecast a serie. I have this example : do time = prevstart,prevend-stepsahead linreg(define=limpeq,noprint) limp estimstart time reslimp # constant limp{1} lpib{0 2 3} dum200901 boxjenk(define=lpibeq,constant,ar=2,diffs=1,regres...

Here are my data if it can help.
I have the datas for France and Germany (I only study France). Series are indices.
ipc is the cpi (inflation) ans salr is the real wage.

I got those datas from Bloomberg terminal.

Sorry, i wasn't clear : this is real wage (hourly salary index) in log and it's differentiated once. The variables have to be stationnary to be modelized, isn't it? My teacher only explains the theory and it's the first time i use winrats and the first time i forecast. So, i'm kinda lost... The grap...

Hi everyone! I am trying to forecast real wages in France using 2 variables : real wages and inflation (cpi). I work with their log. The 2 variables are I(1). I modelised a VAR model using varlagselect : @varlagselect(det=constant,crit=aic,lags=24) 2000:1 * # dlsalr dlipc Then i used the cointegrati...