The RATS Software Forum

Hi all, I would like to implement "Fourier Stationary (or unit root) Test" with an ESTAR or a LSTAR model like "Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates*" and "International Output Convergence, Breaks, and Asymmetric Adjustment**&qu...

Thanks for your reply, i faced an error obtaining the critical values: "## REG13. Singular Regressions - Check for Collinearity among Rows 1 to 42. The Error Occurred At Location 1302 of loop/block Line 52 of loop/block", how i could fix this problem? * input simulation parameters: *enter ...

ALLOCATE 56 OPEN DATA c:\veri_13.xls DATA(FORMAT=xls,ORG=obs) / Brazil Chile Colombia Czech Hungary Indonesia Korea Mexico Peru Philippines Russian SouthAfrica Turkey $ diff brazil / dbrazil diff chile / dchile diff colombia / dcolombia diff czech / dczech diff hungary / dhungary diff indonesia / d...

Dear Tom Doan,

Actually, i have 13 of N and 56 of T. I can post the data and the codes here, the problem occurs when the ciritical values are obtained in the bootstrapping procedure.

I have a large database which has above 100 variables and I want to test the stationarity of these series using LM unit root test with structural break. For doing that, I must use the same code, run and obtain the results. Is there a simple way to use this code? My data file has variables in coloumn...

Hi all, I would like to implement Breuer, J.B., R. McNown and M.S. Wallace (2002) SURADF panel unit root test for a sample of current accounts of emerging markets. I have Rats codes and have changed the original codes to suit my data. However, I have faced two problem in implementing the method, one...

Hi all,

i wish to replicate Claude Lopez's paper, GLS-detrending and regime-wise stationarity testing in small samples, Economics Letters,2009 using WinRats. Any suggestions?

Hi Tom, When replicating the Özlale's model via codes you post, Rats have displayed some error messages such as "## DLM2. No Observations Produce Valid Output. Check Data and Initial Values", "## DLM5. Probable Model Error. Diffuse prior was not reduced to zero rank The Error Occurred...