Search found 4 matches
- Sun May 31, 2020 4:07 am
- Forum: RATS Procedures
- Topic: DMARIANO—Diebold-Mariano test
- Replies: 39
- Views: 89616
Re: DMARIANO—Diebold-Mariano test
Dear Tom: Thank you for your reply. I dowloaded 'clarkforetest.src' and placed it in the same file with my all other Rats codes. However, the same problems still happen. I would like to make sure if the command, @ClarkForeTest, really works in your computer? I'm wondering if any other similar comman...
- Sun May 24, 2020 11:49 pm
- Forum: RATS Procedures
- Topic: DMARIANO—Diebold-Mariano test
- Replies: 39
- Views: 89616
Re: DMARIANO—Diebold-Mariano test
Hello everyone: I did some OOS forecasting using Rats 10.0, and then utilized both @dmariano & @ClarkForeTest to test predictive accuracy. @dmariano worked very well, but failed to run @ClarkForeTest. I have downloaded the source file (clarkforetest.src) from Estima official website for sure. I ...
- Thu May 14, 2020 7:07 am
- Forum: General Econometrics
- Topic: any parameter instability for nonlinear least square (nlls)?
- Replies: 2
- Views: 57620
- Tue May 12, 2020 8:43 am
- Forum: General Econometrics
- Topic: any parameter instability for nonlinear least square (nlls)?
- Replies: 2
- Views: 57620
any parameter instability for nonlinear least square (nlls)?
Hello everyone:
I wolud be very pleased if you inform me whether there is any written code for testing parameter stability for nonlinear least square model in RATS or suggest me any applicable test for that. Thanks with regards.
mjchang36
I wolud be very pleased if you inform me whether there is any written code for testing parameter stability for nonlinear least square model in RATS or suggest me any applicable test for that. Thanks with regards.
mjchang36