The RATS Software Forum

Thank you. One more question: Is there any function like %logistic to estimate an exponential model? Or, what would be the best approach in RATS for those kind of exponential models?

Tom: Thank you! I modified my code to include two constant terms (one for each regime) but I am getting the result: ## SR10. Missing Values And/Or SMPL Options Leave No Usable Data Points I get this outcome even though I shrink my sample. calendar(q) 1981:1 allocate 2015:4 open data data(format=xls,...

Thanks again for the clarification. One thing to note is that you have a single intercept rather than making that regime-dependent. If the u's aren't mean zero, that's probably a bad idea. Tom: I am intrigued by your comment about the intercept. Could you please tell me more about it or suggest me a...

Have you read the section in the User's Guide on STAR Models ? Tom: checking the guide and comparing with the programming manual (as well as some books) there is a slight modification of the lstar function present in the guide. Why is that? Does it mean that if I use the %logistic function this app...

Thanks for the clarification. I checked the guide and it was very helpful. Thanks much!

Dear all, I am trying to estimate a lstar model (I am attaching the data) using the code: calendar(q) 1981:1 allocate 2015:4 open data data(format=xls,org=obs) print nonlin a0 b1 b2 b3 b4 b5 b6 b7 b8 b9 b10 b11 b12 b13 b14 b15 b16 gamma c frml glstar = %logistic(gamma*(u{5}-c),1.0) frml lstar u= g=g...