The RATS Software Forum

Dear Tom, in the command below, the graphs of each impulse response function are generated only for the first date, this: 2000:1 (impdates = ||2000:1,2002:02,2008:1,2015:01||). How to get the others? smpl 1 nstep do j=1,nvar if commonscale==1 { graph(ticks,min=minlower,max=maxupper,number=0) 3 j i #...

Hi Tom, please ! I have some doubts about how to interpreat the results of the Nlirf´s. 1. How Can I know if the variables to react significantly on shocks ? 2. In the file in attachment, for example, is it correct to conclude that the responses of the variables: "produto" (product) and &q...

Hi Tom,

Can you say me where I´m wronging in these irf´s ? Why are they have such irregulars moviments ?

Greatful !

Sorry, Tom !

I forgot to modify the file.

Now, it´s right. But, the error remains...

Greatful

irf_gapcreditolow.RPF Dear Tom, I am working on a TVAR with 2 regimes. However, there is a following problem: For the upper regime (upper=1) the results are normals. But, for the lower regime (upper=0), it return, continuosly, the following error messages: The Error Occurred At Location 490, Line 2...

Dear Tom, I modify the code and I note that the impulse-response functions (NLIRF´s) are the same, both for the high and the low. I think I'm doing something wrong. By chance, I should change for the lower regime as it is below : * Create a FRML to determine which regime holds in a simulation. (It *...

Dear Tom,

Thanks !

I need to solve another doubt:

Where do I need to change for the lower regime besides this:

* Change to upper =0 to get the Lower regime
*
comp upper =0
comp regimeDesc ="Tight Regime"
*
Is there another change to do ?

Dear Tom, I´m starting in Rats and I have doubts.
I need to estimate a TVAR with four variables and I notice in the tvar_irf.rpf that it shows only the responses of output growth to shocks in each variable.
How Can I get the responses of the other variables and not only output growth ?