The RATS Software Forum

Thank you for your help! Maybe I have not thoroughly understood your code. Can I put the PRICE variable in a table and re-estimate and re-forecast the models? It means that if I could do the recursive program through each rows? Because PRICE variable is not a constant. And if I'd like to do a 3-step...

Yes, there are more data points in my data. I want to re-estimate the model each time. For example, in the first estimation, I estimate the model from 2007:8 to 2009:7 and forecast the values of variables on 2009:8. And in the second estimation, I re-estimate the model from 2007:9 to 2009:8 (always ...

Thanks Tom. It works now, maybe I did something wrong before. And can I use RATS do loop statement based on conditional forecast? For example, If I want to use the data from the first 24 periods to predict the 25th period, and push forward one period each time for prediction. What type of program ca...

My conditional forecast code is as follows: OPEN DATA "C:\Users\geer\Desktop\four.csv" CALENDAR(M) 2007:8 DATA(FORMAT=PRN,NOLABELS,ORG=COLUMNS) 2007:08 2009:07 DEMAND OUTPUT PRICE IPRICE SYSTEM(MODEL=VAR1) VARIABLES DEMAND OUTPUT PRICE IPRICE LAGS 1 DET END(SYSTEM) ESTIMATE 2007:08 2009:07...

I am trying to use the conditional forecast example of the User's Guide, Section 7.7.2 (CONDITION.RPF). It is based on VAR model. However, the RATS displays an error message: I2. Expected Instruction Here. Do you know what's the error? The code is listed as follows: open data oecdsample.rat calendar...