The RATS Software Forum

Dear Tom, I want to use the following conversion;x+net , "where x+net = max[0, x − x* ] and x* is the maximum of x over the t preceding year (or 3 years, alternatively), following Hamilton (1996, 2003)." I have done the following ; mvstats(max=max12,span=12) ro set y = ro-max12 set xnet = ...

Dear Tom,

Hope you are fine. Here you have used the mork transformation. How do I use the other two transformations used in this paper. Also , it will be really great if you show how to change the identity. for these transformations..

Many thanks

Tasnim

Dear Tom,

Thank you for the answer.I understand your point . It's mainly due to the referees .
Would it be possible to provide the code for the errors bands if possible.

Many thanks.

Regards,
Tasnim

Dear Tom, Hope you are fine . It would be really great if you show how we can get the 5% significance level of the IRFs obtained from the Figure6.rpf. I think this can be done by bootstrapping the impulse responses and then obtaining the pointe wise critical values (as done in Herrera and wada, 2015...

Dear Tom, I am running Rats 9.2 in Mac. I am trying to running the mcmc type version of the programme. I get the following error ; ## CP18. MSSYSREGRESSION is not the Name of a PROCEDURE. (Did you forget to SOURCE?) >>>>sysregression(time,<<<< I also tried running I have downloaded the mssysregressi...

Dear Tom,

If I am not wrong IRFTEST tests 1 sd positive against 1sd negative and also 2 sd positive against 2 sd negative.

I was wondering if it is possible to test 1sd positive against 2sd positive (1 sd +ve shock is significantly different from lets say 2 sd +ve shock)

thanks again.

Tasnim

Dear Tom,

is it possible to test the asymmetry between 1sd positive shock against a 2 sd positive shock.

It would be great if you kindly tell what changes I need to make.

Thanks in advance.

Rosen

Dear Tom ,

I have added a third variable to the system . However, I am getting the following ;

## FO4. Identities must come last
The Error Occurred At Location 900, Line 30 of loop/block

I have attached the file and the data set.
It would be great if you have a look.

Many thanks again.

Tasnim

Dear Tom,

I am running the figure 6.rpf . How can I get the upper bound and the lower bound /or the 95% confidence interval bands for the impulse response functions. Many thanks.

Rosen

Dear Tom, I have bit of confusion in Uhligh1.rpf. First , if I want to give shock to the real GDP , that is the first variable, do I make the following changes, ***** if atest(1)<0 compute a=-1.0*a ****** also if I want to want to give it a negative shock , do I change the following things; ******* ...

Dear Tom,

In the irfbased test if I want to test 4 and 10 s.d shock symmetry what do I have to change.

Thanks in advanced.

Regards,
Rosen

Dear Tom, I am dealing with a stationary process with structural breaks( in means) and say T=200 . I want to know if it is possible, lets say if you are at t=30 and you want to know what the mean of the series is going to be for next 7 periods.what sort of method should I be using or will be appropr...

Dear Tom,

in the irf based test do you test the symmetry of 1 S.D and the 2 S.D .

Also the other thing is is it possible to generate confidence intervales for the response functions.

Mnay thanks
Rosen