The RATS Software Forum

Hi
Is it possible to impulse directly a negative shock withe IMPULSE instruction. I would like to simulate an expansionnary monetary policy instead of a restrictive MP?
Thanks

Hi
Is there a procedure to obtain directly GIR and their confidence intervals in a VAR? I can not find any example with the procedure and example browser on estima website.

Does someone know how to get the exact value of the threshold?

Thanks a lot, it works very well again. The difference you obtain with your procedure may be due to the delay you take for the threshold: 1 while Tsay takes 4.
I can not get the exact value of the threshold when i apply disp. Rats tells me that display cannot show series.

Thank you. It works very well. But is it possible to obtain the threshold level? Does it look like the example file from Walter Enders about TAR model?

Thanks.
I wonder whether we could rearrange the univariate tsaytest procedure available on estima website for the multivariate case.

Is there a procedure in RATS in order to apply the threshold test of Tsay (1998) in a multivariate case?
Thanks