problem with time varying parameter code

Questions and discussions on Time Series Analysis
allister
Posts: 20
Joined: Sun Jan 10, 2010 10:26 am

problem with time varying parameter code

Unread post by allister »

Dear Tom i am trying to use the time varying parameter with stochastic volatility which was posted by Todd Clarke, however when i try to run the instruction it cosnistently return this error message.
## CP18. VARTVPSVKSC is not the Name of a PROCEDURE. (Did you forget to SOURCE?)
>>>>end<<<<
I am using standard Rats 8.2 , can you tell me the cause of this problem?

Thanks in advance
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: problem with time varying parameter code

Unread post by TomDoan »

If you downloaded VARTVPSVKSC.src (if you didn't, do it), it's not where RATS can find it. You may need to add an explicit SOURCE instruction for it.
allister
Posts: 20
Joined: Sun Jan 10, 2010 10:26 am

Re: problem with time varying parameter code

Unread post by allister »

Thanks for the response Tom. I did however from the inception download the src file even the most updated however no matter what i try o still get the same error regarding that ## CP18. VARTVPSVKSC is not the Name of a PROCEDURE. (Did you forget to SOURCE?)
>>>>end<<<<
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: problem with time varying parameter code

Unread post by TomDoan »

Are you running Todd's example program, or something that you changed?
allister
Posts: 20
Joined: Sun Jan 10, 2010 10:26 am

Re: problem with time varying parameter code

Unread post by allister »

No i haven't changed anything i was using Todd'c code with the data set that he posted just to get an example run of the code to ensure that all the commands execute however i kept getting that error message.
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