The RATS Software Forum

Tom,
I have version 7 of RATS.
I have a seven day dataset with observations per minute - 1440 per day from 2001/01/01 to 2006/12/31.

I have set the calender command as cal(7,ppd=1440) 2001 01 01

How can I select a sample that ignores the data from 9pm on Friday to 9pm on Sunday?

Dear Tom, I am using exchange rate quotes by the second. As you can imagine sometimes there are no quotes in any given second and I want to use a previous quote. For example I have data on prices for A B C as follows A B C P11 P12 P13 NA P22 NA P31 NA P33 P41 NA NA I can use P11 P12 P13 for my first...

Hi Tom, Is there any limit to the sample size that RATS can handle? Or does this depend on the limitations of the computer? I am starting some new research using very high frequency data (per second and per minute) and am trying to figure out if RATS can handle this amount of data. Presuming that my...

Is there any sample program on the estima website that estimates a Limited Dependent Variable Simultaneous Equation Model? e.g. y1 = b1*y2 + X*A + error y2 = b2*y1 + Z*B + error where y1 and y2 are endogenous X and Z are vectors of exogenous variables A and B are vectors of parameters b1 an and b2 a...