reading RATS output
Posted: Sat Jun 07, 2014 1:04 pm
Tom,
Actually i have the same pb with cov matrix of residuals from the same example from the TSAY book, i get the following output with RATS:
The reading isn't clear, in the book they obtain directly
With the RATS output, how am i supposed to know that i have to skip the first four 0 after the dot?
Thanks again Tom.
Nabih
Actually i have the same pb with cov matrix of residuals from the same example from the TSAY book, i get the following output with RATS:
Code: Select all
Covariance\Correlation Matrix of Coefficients
LDRUK LDRCA LDRUS
LDRUK 0.0000283715 0.09259709 0.23138784
LDRCA 0.0000026790 0.0000295021 0.43249284
LDRUS 0.0000073900 0.0000140854 0.0000359526
2.83715e-005
2.67895e-006 2.95021e-005
7.39004e-006 1.40854e-005 3.59526e-005
Code: Select all
LDRUK LDRCA LDRUS
LDRUK 0.283715
LDRCA 0.026790 0.295021
LDRUS 0.073900 0.140854 0.359526Thanks again Tom.
Nabih