The RATS Software Forum

Dear To, Many thanks for your quick reply. I really appreciate your help. I have adjusted but the error message still same 'SR10. Missing Values And/Or SMPL Options Leave No Usable Data Points' :cry: It is generating after 'nlsystem(parmset=meanparms,resids=u) gstart gend res' line. I am not sure wh...

Dear Tom,

Many thanks for your reply.

I removed the bracket but I am still getting the error message: ## SR10. Missing Values And/Or SMPL Options Leave No Usable Data Points. All value of u(n) are showing 'no data' when I viewd the data. is it beacuse of u values?

best regards
M

Dear Tom,

I am getting error message as follow:


SR10. Missing Values And/Or SMPL Options Leave No Usable Data Points


I have attached my code. I am not sure why I am getting this error message. When I viewed the data all u(n) are showing no data

best regards
M

Dear Tom, I am running the code but getting t-statistic too large for delta, lambda, gamma and rho. I have attached the code and the results files in case I have done any mistake. Additionally, if I want to cancel coefficients of b and it (independent variable) from the variance equation, how can I ...

Dear Tom,

what piters=10,method=bfgs,iters=400 in the code refer to please and how we decide them (10,400)? is there any specific way to choose them please?


Regards
s

Dear Tom, Many thanks for your reply. I am not sure why when I am saving the RATS file it is going to word file. I have sorted out the previous error massage by adding $. However, now I am getting the following massage '## REG12. SIGMA Is Singular/Not PSD At Row 36. Too Many Equations for Data Set S...

Hi, I am getting error massage 'SX11. Identifier MEXICOGDP is Not Recognizable. Incorrect Option Field or Parameter Order? >>>>et x22 = Mexicogdp<<<< If the name isn't mistyped, it's possible that you have a poorly formatted instruction Common errors are * a space before the ( in an option field * a...

Hi, I have question related to page UG–314 in user guide (ARCH and GARCH). what does vcs, vas and vbs refer to please? are these only names of coefficients or they have a function in the following code please? Can they be changed to any other names without any effect? dec symm vcs(n,n) vas(n,n) vbs(...

Dear Tom,

Many thanks for you reply.

I have attached a file which has mean, variance and covariance equations. There are three independent variables impact the dependant one.


Best regards
soha

Dear Tom, I am trying to study the effect of two independent variables (xxx and r) on y by adding them to the mean and variance equations. I added them to the code and coloured them in yellow in the attached file. Is the mean equation correct please with the coefficients and residual? have I added t...

Dear TomDoan,

Many thanks for your reply.

Is it possible to study the effect of different independent variables please?

Regards
Soha

Hi,

Many thanks for your reply.

Can it be applied for more than 3 series please, around 12 series? If yes, I need to change n=3 to n=12, am I wright please?

Regards
Soha