Return-Path: Received: from zaphod.bc.edu (zaphod.bc.edu [136.167.2.207]) by monet.bc.edu (8.8.7/8.8.7) with ESMTP id VAA547900 for ; Tue, 12 Dec 2000 21:23:17 -0500 From: maiser@efs.mq.edu.au Received: (from root@localhost) by zaphod.bc.edu (8.8.7/8.8.7) with X.500 id VAA03702 for baum@mail1.bc.edu; Tue, 12 Dec 2000 21:23:17 -0500 Received: from sunb.ocs.mq.edu.au (sunb.ocs.mq.edu.au [137.111.1.11]) by zaphod.bc.edu (8.8.7/8.8.7) with ESMTP id VAA15406 for ; Tue, 12 Dec 2000 21:23:02 -0500 Received: from efs01.efs.mq.edu.au (EFS01.efs.mq.edu.au [137.111.64.21]) by sunb.ocs.mq.edu.au (8.10.2/8.10.2) with ESMTP id eBD2N0V29119 for ; Wed, 13 Dec 2000 13:23:00 +1100 (EST) Received: from EFS01/SpoolDir by efs01.efs.mq.edu.au (Mercury 1.40); 13 Dec 100 13:22:50 GMT+1000 Received: from SpoolDir by EFS01 (Mercury 1.40); 13 Dec 100 13:22:49 GMT+1000 To: baum@bc.edu Date: Wed, 13 Dec 100 13:22:49 GMT+1000 Subject: Re: Message-ID: <327DEA205B@efs01.efs.mq.edu.au> From: "Michael Meow-Chung Yap" To: "RATS Discussion List" Subject: Interpolation of series Date: Sun, 5 Nov 2000 13:38:53 +0800 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs01.efs.mq.edu.au X-listname: MIME-Version: 1.0 Content-Type: text/plain; Content-Transfer-Encoding: 7bit X-Mailer: Microsoft Outlook Express 5.00.3018.1300 (via Mercury MTS (Bindery) v1.40) I am trying to obtain a higher frequency series (quarterly) from an annual series, using the INTERPOL.SRC programme in RATS. The annual series displays the following properties -- I(2) and after twice differencing contains an AR(1) term with a coefficient of 0.59. In the INTERPOL.SRC programme, there is an option to choose an ARIMA(0,2,0) model. Is there any way to modify the programme to fit the properties of the series which I described, or should I just use the ARIMA(0,2,0) model? Thanks for any help/suggestions. Sincerely, Michael (Graduate Student, Singapore) ---------- End of message ---------- From: "John P. Burkett" To: "RATS Discussion List" Subject: panel data & dummy variables Date: Sat, 11 Nov 2000 16:35:37 +0000 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs01.efs.mq.edu.au X-listname: Organization: University of Rhode Island X-Mailer: Mozilla 4.61 [en] (X11; I; Linux 2.2.12 i686) (via Mercury MTS (Bindery) v1.40) MIME-Version: 1.0 Content-Type: multipart/alternative; --------------B99F01DCF50C61C364CAFAF6 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Dear RATS experts: Using RATS386 ver. 4.3 and a panel data set of 51 countries and 30 years, I am trying to create country dummy variables, as suggested on p. 12-13 of the RATS 4.0 manual. My program contains the following lines: DEC VECTOR[SERIES] DUMMIES(51) DO I=1,51 SET DUMMIES(I) = %INDIV(T)==I END DO I When the program is executed, the following error message appears immediately after the SET DUMMIES(I) line: ##SX27 Illegal combination of data types for operation. If any of you could suggest how avoid this error, I would be most grateful. -- John P. Burkett Department of Economics University of Rhode Island 10 Chafee Road, Suite 3 Kingston, RI 02881-0808 phone (401) 874-4122 fax (401) 874-2858 --------------B99F01DCF50C61C364CAFAF6 Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Dear RATS experts:
    Using RATS386 ver. 4.3 and a panel data set of 51 countries and 30 years, I am trying to create country dummy variables, as suggested on p. 12-13 of the RATS 4.0 manual.
    My program contains the following lines:
DEC VECTOR[SERIES] DUMMIES(51)
DO I=1,51
       SET DUMMIES(I) = %INDIV(T)==I
END DO I
    When the program is executed, the following error message appears immediately after the SET DUMMIES(I) line:
##SX27 Illegal combination of data types for operation.
    If any of you could suggest how avoid this error, I would be most grateful.

-- 
John P. Burkett
Department of Economics
University of Rhode Island
10 Chafee Road, Suite 3
Kingston, RI 02881-0808

phone (401) 874-4122
fax   (401) 874-2858

--------------B99F01DCF50C61C364CAFAF6-- ---------- End of message ---------- From: "John P. Burkett" To: "RATS Discussion List" Subject: panel data & dummy variables Date: Sat, 11 Nov 2000 16:55:11 +0000 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs01.efs.mq.edu.au X-listname: Organization: University of Rhode Island X-Mailer: Mozilla 4.61 [en] (X11; I; Linux 2.2.12 i686) (via Mercury MTS (Bindery) v1.40) MIME-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Dear RATS experts: In my first attempt to send this message, the text seems to have been lost. I apologize for any duplication. The message I tried to send was the following: Using RATS386 ver. 4.3 and a panel data set of 51 countries and 30 years, I am trying to create country dummy variables, as suggested on p. 12-13 of the RATS 4.0 manual. My program contains the following lines: DEC VECTOR[SERIES] DUMMIES(51) DO I=1,51 SET DUMMIES(I) = %INDIV(T)==I END DO I When the program is executed, the following error message appears immediately after the SET DUMMIES(I) line: ##SX27 Illegal combination of data types for operation. If any of you could suggest how avoid this error, I would be most grateful. -- John P. Burkett Department of Economics University of Rhode Island 10 Chafee Road, Suite 3 Kingston, RI 02881-0808 phone (401) 874-4122 fax (401) 874-2858 ---------- End of message ---------- From: Katja Gerling To: "RATS Discussion List" Subject: Re: panel data & dummy variables Date: Mon, 13 Nov 2000 09:43:41 +0100 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs01.efs.mq.edu.au X-listname: Organization: Kiel Institut of World Economics X-Mailer: Mozilla 4.6 [en] (Win98; I) (via Mercury MTS (Bindery) v1.40) MIME-Version: 1.0 Content-Type: multipart/mixed; boundary="------------013477350C38E9BA6ECE04B6" --------------013477350C38E9BA6ECE04B6 Content-type: text/plain; charset="us-ascii" "John P. Burkett" wrote: > --------------B99F01DCF50C61C364CAFAF6 > Content-Type: text/plain; charset=us-ascii > Content-Transfer-Encoding: 7bit > > Dear RATS experts: > Using RATS386 ver. 4.3 and a panel data set of 51 countries and 30 > years, I am trying to create country dummy variables, as suggested on p. > 12-13 of the RATS 4.0 manual. > My program contains the following lines: > DEC VECTOR[SERIES] DUMMIES(51) > DO I=1,51 > SET DUMMIES(I) = %INDIV(T)==I > END DO I > When the program is executed, the following error message appears > immediately after the SET DUMMIES(I) line: > ##SX27 Illegal combination of data types for operation. > If any of you could suggest how avoid this error, I would be most > grateful. > > -- > John P. Burkett > Department of Economics > University of Rhode Island > 10 Chafee Road, Suite 3 > Kingston, RI 02881-0808 > > phone (401) 874-4122 > fax (401) 874-2858 > > --------------B99F01DCF50C61C364CAFAF6 > Content-Type: text/html; charset=us-ascii > Content-Transfer-Encoding: 7bit > > > > Dear RATS experts: >
    Using RATS386 ver. 4.3 and a panel data set of 51 > countries and 30 years, I am trying to create country dummy variables, > as suggested on p. 12-13 of the RATS 4.0 manual. >
    My program contains the following lines: >
DEC VECTOR[SERIES] DUMMIES(51) >
DO I=1,51 >
       SET DUMMIES(I) = %INDIV(T)==I >
END DO I >
    When the program is executed, the following error > message appears immediately after the SET DUMMIES(I) line: >
##SX27 Illegal combination of data types for operation. >
    If any of you could suggest how avoid this error, > I would be most grateful. >
>

-- 
> John P. Burkett
> Department of Economics
> University of Rhode Island
> 10 Chafee Road, Suite 3
> Kingston, RI 02881-0808
>
> phone (401) 874-4122
> fax   (401) 874-2858

> > > --------------B99F01DCF50C61C364CAFAF6-- dear john, have you checked if your calendar and allocate commands are correct? i used the same syntax as you did to declare dummy variables for a panel estimation and i did not encounter any problems... regards, katja --------------013477350C38E9BA6ECE04B6 Content-type: text/x-vcard; charset="us-ascii"; name="kgerling.vcf" Content-transfer-encoding: 7bit Content-Description: Card for Katja Gerling Content-Disposition: attachment; filename="kgerling.vcf" begin:vcard n:Gerling;Katja tel;fax:+49-431-8814-525 tel;work:+49-431-8814-407 x-mozilla-html:FALSE org:Kiel Institute of World Economics;Business Cycle Department adr:;;Duesternbrooker Weg 120;24105 Kiel;;;Germany version:2.1 email;internet:kgerling@ifw.uni-kiel.de title:Economist fn:Katja Gerling end:vcard --------------013477350C38E9BA6ECE04B6-- ---------- End of message ---------- From: "Estima" To: "RATS Discussion List" Subject: Re: panel data & dummy variables Date: Mon, 13 Nov 2000 10:44:47 -0600 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs01.efs.mq.edu.au X-listname: Organization: Estima MIME-Version: 1.0 Content-type: text/plain; charset=US-ASCII Content-transfer-encoding: 7BIT X-mailer: Pegasus Mail for Win32 (v3.11) (via Mercury MTS (Bindery) v1.40) > My program contains the following lines: > DEC VECTOR[SERIES] DUMMIES(51) > DO I=1,51 > SET DUMMIES(I) = %INDIV(T)==I > END DO I > When the program is executed, the following error message appears > immediately after the SET > DUMMIES(I) line: > ##SX27 Illegal combination of data types for operation. John: The way you wrote the command in the e-mail message (shown above) would actually work fine. The problem is that as it actually appears in your program, you didn't have a space before the equal sign: SET DUMMIES(I)=%INDIV(T)==I As a result, RATS tries to interpret the entire expression as the argument for the "series" parameter. It is legal to use an expression in this manner, but obviously it's only going to work if it is intentional (i.e. returns the appropriate type for the argument and is followed by the actual SET instruction). So, just insert a space before hte equal sign: SET DUMMIES(I) =%INDIV(T)==I Sincerely, Tom Maycock Estima -- ------------------------------------------------------------ | Estima | Sales: (800) 822-8038 | | P.O. Box 1818 | (847) 864-8772 | | Evanston, IL 60204-1818 | Support: (847) 864-1910 | | USA | Fax: (847) 864-6221 | | http://www.estima.com | estima@estima.com | ------------------------------------------------------------ ---------- End of message ---------- From: Velasco Gabriel To: "RATS Discussion List" Subject: a var program file Date: Mon, 13 Nov 2000 17:01:05 -0800 (PST) Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs01.efs.mq.edu.au X-listname: MIME-Version: 1.0 Content-Type: text/plain; charset=us-ascii X-Mailer: Mercury MTS (Bindery) v1.40 Dear RATS experts: using RATS windows ver. 4.2 I am trying to use the VAR.SRC that is in the examples/procedures of the estima site. If any one can send me an example program for to make use of the Blanchard-Quah decomposition I would be very grateful. Gabo Velasco __________________________________________________ Do You Yahoo!? Yahoo! Calendar - Get organized for the holidays! http://calendar.yahoo.com/ ---------- End of message ---------- From: "=?iso-8859-1?Q?Nikolaus_K.A._L=E4ufer?=" To: "RATS Discussion List" Subject: Date: Wed, 22 Nov 2000 06:17:00 +0100 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs01.efs.mq.edu.au X-listname: MIME-Version: 1.0 Content-Type: text/plain; charset="iso-8859-1" Content-Transfer-Encoding: 7bit X-Mailer: Microsoft Outlook IMO, Build 9.0.2416 (9.0.2910.0) (via Mercury MTS (Bindery) v1.40) ---------- End of message ---------- From: "Nikolaus K.A. Laeufer" To: "RATS Discussion List" Subject: Forget about empty message Date: Wed, 22 Nov 2000 08:40:11 +0100 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs01.efs.mq.edu.au X-listname: MIME-Version: 1.0 Content-Type: text/plain; charset="iso-8859-1" Content-Transfer-Encoding: 7bit X-Mailer: Microsoft Outlook IMO, Build 9.0.2416 (9.0.2910.0) (via Mercury MTS (Bindery) v1.40) Please do not pay any attention to my empty message. Nikolaus ---------- End of message ---------- From: "Stephan Kohns" To: "RATS Discussion List" Subject: NLSYSTEM with MASK (RATS 5.0) Date: Wed, 29 Nov 2000 13:42:18 +0100 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs01.efs.mq.edu.au X-listname: X-Mailer: Microsoft Outlook Express 5.50.4133.2400 (via Mercury MTS (Bindery) v1.40) Hello, I am trying to implement a bivariate GMM-estimation with NLSYSTEM, using WinRATS 32 ver. 5.0. In order to restrict some of the instruments to only one of the two equations that I want to estimate, I use the option MASK. As a first step, I set all the entries of the matrix used for this option equal to 1. I expected to get exactly the same results as in the estimation without the MASK-option, but instead the estimation algorithm did not converge. The relevant commands in my program are instruments(print) constant trend{1} qsais qtrsais d1977lev{1} $ oel{1} staatanl{2} kapital{1} $ w1{2} l1{2} dl1pot{2} dl12pot{2} $ w2{2} l2{2} dl2pot{2} dim imask(19,2) com imask = || 1,1 | $ 1,1 | $ 1,1 | $ 1,1 | $ 1,1 | $ 1,1 | $ 1,1 | $ 1,1 | $ 1,1 | $ 1,1 | $ 1,1 | $ 1,1 | $ 1,1 | $ 1,1 | $ 1,1 | $ 1,1 | $ 1,1 | $ 1,1 | $ 1,1 || NLSYSTEM(instruments,nozudep,parmset=standard+keinAsy,notrace,mask=imask) / euler1 euler2 qsais and qtrsais are vectors of series, each of them containing three series. This gives me a total of 19 instruments. Does anyone have an idea what I am doing wrong? Thanks a lot for your help, Stephan *************************************************** * Dipl.-Volkswirt Stephan Kohns * * Institute for International Economics * * University of Bonn * * Germany * * Tel.: 0049-228-739234 * * Fax: 0049-228-737953 * * E-Mail: kohns@iiw.uni-bonn.de * *************************************************** ---------- End of message ---------- From: Aricio Xavier de Oliveira To: "RATS Discussion List" Subject: RE: NLSYSTEM with MASK (RATS 5.0) Date: Wed, 29 Nov 2000 12:18:29 -0200 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs01.efs.mq.edu.au X-listname: MIME-Version: 1.0 X-Mailer: Internet Mail Service (5.5.2650.21) (via Mercury MTS (Bindery) v1.40) Content-Type: text/plain Stephan, you are lucky ... you have yet received RATS 5. > Hello, > I am trying to implement a bivariate GMM-estimation with NLSYSTEM, using > WinRATS 32 ver. 5.0. In order to restrict some of the instruments to only > one of the two equations that I want to estimate, I use the option MASK. > As > a first step, I set all the entries of the matrix used for this option > equal > to 1. I expected to get exactly the same results as in the estimation > without the MASK-option, but instead the estimation algorithm did not > converge. The relevant commands in my program are > > instruments(print) constant trend{1} qsais qtrsais d1977lev{1} $ > oel{1} staatanl{2} kapital{1} $ > w1{2} l1{2} dl1pot{2} dl12pot{2} $ > w2{2} l2{2} dl2pot{2} > dim imask(19,2) > com imask = || 1,1 | $ > 1,1 | $ > 1,1 | $ > 1,1 | $ > 1,1 | $ > 1,1 | $ > 1,1 | $ > 1,1 | $ > 1,1 | $ > 1,1 | $ > 1,1 | $ > 1,1 | $ > 1,1 | $ > 1,1 | $ > 1,1 | $ > 1,1 | $ > 1,1 | $ > 1,1 | $ > 1,1 || > NLSYSTEM(instruments,nozudep,parmset=standard+keinAsy,notrace,mask=imask) > / > euler1 euler2 > > qsais and qtrsais are vectors of series, each of them containing three > series. This gives me a total of 19 instruments. > Does anyone have an idea what I am doing wrong? > > Thanks a lot for your help, > Stephan > > > *************************************************** > * Dipl.-Volkswirt Stephan Kohns * > * Institute for International Economics * > * University of Bonn * > * Germany * > * Tel.: 0049-228-739234 * > * Fax: 0049-228-737953 * > * E-Mail: kohns@iiw.uni-bonn.de * > *************************************************** > > > ---------- End of message ---------- From: "Mundaca, Gabriela" To: "RATS Discussion List" Subject: SV: RATS Version 5 Date: Wed, 29 Nov 2000 15:56:16 +0100 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs01.efs.mq.edu.au X-listname: MIME-Version: 1.0 X-Mailer: Internet Mail Service (5.5.2650.21) (via Mercury MTS (Bindery) v1.40) Content-Type: text/plain; Dear Tom, I am now ready to order version 5. Could you please tell me how much we do need to pay for each manual? Sincerely yours, B. Gabriela Mundaca Research Department Central Bank of Norway P.B. 1179, Sentrum N-0107 Oslo NORWAY Telephone: 47-22316074 Fax: 47-22424062 e-mail: gabriela.mundaca@norges-bank.no -----Opprinnelig melding----- Fra: Estima [mailto:estima@estima.com] Sendt: 23. september 2000 01:55 Til: RATS Discussion List Emne: RATS Version 5 The Estima web pages have been updated with all the details on RATS Version 5! Check it out when you get a chance--we think you'll find it has a lot to offer. We're taking orders now, PC versions should ship in early October, Mac and Unix shortly thereafter. Newsletters are in the mail to all registered users, or read the copy on the web. (I hurried to get the updated pages loaded by end of the day today, so please ignore any typos!) Thanks, Tom Maycock Estima -- +---------------------------+-----------------------------------------+ | Estima | Voice: (847) 864-8772 | | P.O. Box 1818 | Fax: (847) 864-6221 | | Evanston, IL 60204-1818 | BBS: (847) 864-8816 | | U.S.A. | CompuServe: 73140,2202 | | | Internet: estima@estima.com | |---------------------------------------------------------------------| | Visit our World Wide Web Site at: | | http://www.estima.com | +---------------------------------------------------------------------+ ---------- End of message ---------- From: "Estima" To: "RATS Discussion List" Subject: Re: NLSYSTEM with MASK (RATS 5.0) Date: Wed, 29 Nov 2000 13:03:15 -0600 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs01.efs.mq.edu.au X-listname: Organization: Estima MIME-Version: 1.0 Content-type: text/plain; charset=US-ASCII Content-transfer-encoding: 7BIT X-mailer: Pegasus Mail for Win32 (v3.11) (via Mercury MTS (Bindery) v1.40) > I am trying to implement a bivariate GMM-estimation with NLSYSTEM, using > WinRATS 32 ver. 5.0. In order to restrict some of the instruments to only > one of the two equations that I want to estimate, I use the option MASK. As > a first step, I set all the entries of the matrix used for this option equal > to 1. I expected to get exactly the same results as in the estimation > without the MASK-option, but instead the estimation algorithm did not > converge. The relevant commands in my program are > Stephan: If I recall correctly, using MASK forces RATS to switch to the ZUDEPENDENT form, so you wouldn't be able to reproduce the NOZUDEP results if you use MASK. Try switching to ZUPENDENT on your original (no MASK) NLSYSTEM, and you should see the results match closely. Let me know if I'm wrong. Tom Maycock Estima -- ------------------------------------------------------------ | Estima | Sales: (800) 822-8038 | | P.O. Box 1818 | (847) 864-8772 | | Evanston, IL 60204-1818 | Support: (847) 864-1910 | | USA | Fax: (847) 864-6221 | | http://www.estima.com | estima@estima.com | ------------------------------------------------------------ ---------- End of message ---------- From: "Estima" To: "RATS Discussion List" Subject: RE: NLSYSTEM with MASK (RATS 5.0) Date: Wed, 29 Nov 2000 13:07:32 -0600 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs01.efs.mq.edu.au X-listname: Organization: Estima MIME-Version: 1.0 Content-type: text/plain; charset=US-ASCII Content-transfer-encoding: 7BIT X-mailer: Pegasus Mail for Win32 (v3.11) (via Mercury MTS (Bindery) v1.40) On 29 Nov 00, at 12:18, Aricio Xavier de Oliveira wrote: > Stephan, you are lucky ... you have yet received RATS 5. > With a few exceptions, we're just about caught up with fulfilling orders for DOS/Windows versions of RATS 5 (the orders we're shipping out now were received in just the last few days). So, those who ordered early, received RATS 5 early! Still working on the Mac/UNIX/Linux versions. Tom Maycock Estima -- ------------------------------------------------------------ | Estima | Sales: (800) 822-8038 | | P.O. Box 1818 | (847) 864-8772 | | Evanston, IL 60204-1818 | Support: (847) 864-1910 | | USA | Fax: (847) 864-6221 | | http://www.estima.com | estima@estima.com | ------------------------------------------------------------ ---------- End of message ----------