The RATS Software Forum

Without knowing the paper, I can't give you a definitive answer. However, if you multiply each eigenvector by the square root of its respective eigenvalue, that 'weights' each eigenvector by its importance in explaining the system. Perhaps that is what the paper refers to. For example, if you are us...

My debugging helpers are all in lower case. I would propose to delete them in the final version. Any comments, questions, or suggestions for improvement are welcome. ****************************************************************************** * * @VRATIO89(OPTIONS) SERIES START END * * Parameters:...

Ugh. I can't believe I overlooked that.

I also wanted to say that I can't get access to e-mail lists at work, so I think that this forum is a great service.

Thanks, Tom.

Thanks for the pointer, Tom. I really should use your menus to find things. Bad habit. I found the old proc at www.estima.com/procs/adf.src through the website's Search feature.

In a procedure, I'm defining a LOCAL series of k differences. When I call the procedure with 1 lag, say, the first entry is NA, and the rest of the series is the 1 period difference. When I call the procedure a second time (in a do loop) with 2 lags and print the series again, the first entry is NA,...

I'm using an EWISE statement in a procedure and it's not working properly. I'm wondering if anyone has any suggestions. EWISE AUX1(I) = (2/LAGS * (LAGS-I)) ** 2 AUX1 is a local real vector, dim LAGS-1. When LAGS=2, then AUX1 has just one element, 1. That works fine. If I set LAGS to anything else, l...

Not sure if this is the right forum, but I'll post it here anyway. On line 140 of the ADF procedure, the SMPL statement within the SELECTUNI subprocedure SMPL maxlag nobs will cause problems if series does not begin with entry 1. The line should read SMPL startl+maxlag-1 startl+nobs-1 This should fi...