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 PAA117460 for ; Fri, 3 Dec 1999 15:50:46 -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 PAA17726 for baum@mail1.bc.edu; Fri, 3 Dec 1999 15:50:46 -0500 Received: from baldrick.ocs.mq.edu.au (baldrick.ocs.mq.edu.au [137.111.1.12]) by zaphod.bc.edu (8.8.7/8.8.7) with ESMTP id PAA73384 for ; Fri, 3 Dec 1999 15:50:41 -0500 Received: from efs1.efs.mq.edu.au (efs1.efs.mq.edu.au [137.111.64.8]) by baldrick.ocs.mq.edu.au (8.9.2/8.9.2) with ESMTP id HAA10888 for ; Sat, 4 Dec 1999 07:50:36 +1100 (EST) Received: from EFS1/SpoolDir by efs1.efs.mq.edu.au (Mercury 1.40); 4 Dec 99 07:49:30 GMT+1000 Received: from SpoolDir by EFS1 (Mercury 1.40); 4 Dec 99 07:49:29 GMT+1000 To: baum@bc.edu Date: Sat, 4 Dec 99 7:49:28 GMT+1000 Subject: Re: Message-ID: From: jescobal@grade.org.pe (Javier Escobal) To: "RATS Discussion List" Subject: RE: Thickness of Lines Date: Fri, 1 Oct 1999 16:00:08 -0500 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.efs.mq.edu.au X-listname: MIME-Version: 1.0 Content-Type: text/plain; Content-Transfer-Encoding: 7bit X-Mailer: Microsoft Outlook IMO, Build 9.0.2416 (9.0.2910.0) (via Mercury MTS (Bindery) v1.40) > -----Mensaje original----- > De: Maiser@efs1.efs.mq.edu.au [mailto:Maiser@efs1.efs.mq.edu.au]En > nombre de Ashley Lyman > Enviado el: lunes, 14 de junio de 1999 17:36 > Para: RATS Discussion List > Asunto: Re: Thickness of Lines > > > Tom, > Since you mention you are deep into the development process on > Version 5, is there any chance that you might consider improving > capabilities in Rats for examining problems of ill conditioning and data > weaknesses. Reference: Belsley, 1991. Conditioning Diagnostics: > Collinearity and Weak Data in Regression. Wiley: New York. Other packages > such as SAS and Shazam have such procedures and, with the use of various > types of aggregated data in Economics where model specification questions > arise, it would be very nice to make use of procedures in Rats rather than > have to maintain other packages for these reasons. > > Thanks, > > Ashley Lyman > Economics Department > University of Idaho > > > On Mon, 14 Jun 1999, Estima wrote: > > > > > > > how can I produce GRAPHs or SCATTER plots with thicker lines > than usual? > > > I want to publish my PhD-thesis containig various RATS > graphs, and I am > > > having problems with the publisher because of the thin lines. > Of course, > > > I can double-click the graphs in Word97 and modify them > there; but when > > > I do this with graphs containig several time series, at the > very moment > > > all lines but one vanish - once and for ever. > > > > > > > Will the publisher accept graphs in PostScript format, or, if you're > > supplying the hard copy, does your printer include PostScript > > support? If so, I think it's a fairly simple matter to change the > > PROLOG.PST header file to adjust the line thicknesses. If interested, > > let me know and I'll check into it. > > > > On a related note, we are deep into the development process on > > Version 5. If there are additions or improvements you'd like to see > > in the graphics capabilities, now's the time to let us know. > > > > 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: Giancarlo Bruno To: "RATS Discussion List" Subject: Bry-Boschan procedure Date: Tue, 5 Oct 1999 11:36:02 +0200 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.efs.mq.edu.au X-listname: MIME-Version: 1.0 Content-Type: text/plain; charset="us-ascii" Content-Transfer-Encoding: 7bit X-Mailer: Mercury MTS (Bindery) v1.40 Dear Rats users, does anyone have a Rats code implementing the procedure of Bry-Boschan (1971) to detect turning points in cyclical indicators ? Many thanks, Giancarlo Bruno ---------- End of message ---------- From: Daniel_Porath@dsgv.de To: "RATS Discussion List" Subject: simulation of gamma distributed series Date: Mon, 11 Oct 1999 14:33:07 +0200 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.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 users, does anybody know how to simulate 2 or more gamma distributed series with a cross correlation of zero? Or with any other specified vcv matrix? Thanks Daniel ---------- End of message ---------- From: Chu Wen Tseng To: "RATS Discussion List" Subject: random number generating algorithm Date: Tue, 12 Oct 1999 16:18:52 +0900 (JST) Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.efs.mq.edu.au X-listname: MIME-Version: 1.0 Content-Type: text/plain; charset=US-ASCII Content-Transfer-Encoding: 7bit X-Mailer: Becky! ver 1.23 (via Mercury MTS (Bindery) v1.40) Dear RATS users: Do anybody know which internal algorithm is used when the command %ran(X) be used to generate random series ? I can not find any description about it in RATS manual. I think there are lot of users like me want to know the random number generating algorithm RATS used. Thanks for your kindness. Chu, Wen-Tseng University of Tsukuba, Japan chuwen@shakosv.sk.tsukuba.ac.jp ---------- End of message ---------- From: "J.E. Sturm" To: "RATS Discussion List" Subject: color-prints Date: Thu, 14 Oct 1999 11:53:26 +0100 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.efs.mq.edu.au X-listname: Organization: Economie RUG MIME-Version: 1.0 Content-type: text/plain; charset=US-ASCII Content-transfer-encoding: 7BIT X-mailer: Pegasus Mail for Win32 (v3.01d) (via Mercury MTS (Bindery) v1.40) Maybe this is just a silly question, but I am not able to solve it myself. I have a color printer and want to print the graphs I produce with RATS in color. As soon as I send a graph to the printer, RATS somehow changes "NOPATTERN" into "PATTERN". Hence, all the nice colors on the screen are gone on the print-out. How can I solve this (without reading all the series in another program, like EXCELL, and making some new graphs there)? Thanks in advance. Jan-Egbert Sturm University of Groningen Faculty of Economics Department of General Economics P.O.Box 800 9700 AV Groningen The Netherlands Phone: +31 50 3634538 Fax: +31 50 3637337 E-mail: J.E.Sturm@eco.rug.nl Url: http://www.eco.rug.nl/medewerk/sturm/ ---------- End of message ---------- From: Mary To: "RATS Discussion List" Subject: (no subject) Date: Thu, 14 Oct 1999 20:26:26 +1000 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.efs.mq.edu.au X-listname: X-Mailer: Mozilla 4.6 [en] (Win98; I) (via Mercury MTS (Bindery) v1.40) MIME-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Unsubscribe ---------- End of message ---------- From: "Ross, Kevin" To: "RATS Discussion List" Subject: FAN CHARTS Date: Wed, 20 Oct 1999 12:32:38 -0400 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.efs.mq.edu.au X-listname: MIME-Version: 1.0 X-Mailer: Internet Mail Service (5.5.2448.0) (via Mercury MTS (Bindery) v1.40) Content-Type: text/plain; I am interested in creating a RATS program that produces FAN CHARTS of economic projections, similar to that done by the Bank of England for their inflation and GDP forecasts. Are there any RATS programs that you are aware of that create these FAN CHARTS? Thanks in advance. Kevin Ross ---------- End of message ---------- From: Lin SX To: "RATS Discussion List" Subject: help Date: Wed, 20 Oct 1999 18:14:55 +0100 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.efs.mq.edu.au X-listname: X-Mailer: Mozilla 4.05 [en] (WinNT; I) (via Mercury MTS (Bindery) v1.40) MIME-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Dear users I am trying to fit a structural model using SVAR.SRC on a 3 variable system. I just wonder whether there is any user-guide available on this program either in public domain or from the authors of this wonderful procedure? Many thanks Sharon Lin ---------- End of message ---------- From: Van & Bethanie Newby To: "RATS Discussion List" Subject: TGARCH Date: Mon, 25 Oct 1999 03:35:43 -0600 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.efs.mq.edu.au X-listname: X-Mailer: QUALCOMM Windows Eudora Light Version 3.0.3 (32) (via Mercury MTS (Bindery) v1.40) Mime-Version: 1.0 Content-Type: text/plain; charset="us-ascii" Has anyone out there used RATS to analyze and apply TGARCH? Van Newby ---------- End of message ---------- From: Thamana Lekprichakul To: "RATS Discussion List" Subject: Tobit estimation Date: Sat, 23 Oct 1999 14:43:45 -1000 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.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 Users, I followed example on page 12-7 to estimate a Tobit regression but was unable to get estimated coefficients. Can any body help me pointing out what I did wrong? Here is my command script: SET TRUNC 1 534 = 0.0 NONLIN SIGMASQ LINREG BED # CONSTANT IPD_DOC INCOME MKTCON POPDENS REGION FRML(LASTREG,NAMES='B',ADDPARMS) RHSFRML COMPUTE SIGMASQ=%SEESQ FRML TRUNCATE = (Z=RHSFRML(T)) , $ -.5*LOG(SIGMASQ)-.5*(BED-Z)**2/SIGMASQ-LOG(%CDF((Z-TRUNC)/ $ SQRT(SIGMASQ))) MAXIMIZE(METHOD=BFGS) TRUNCATE ******************************* Here is the result: ******************************** MAXIMIZE(METHOD=BFGS) TRUNCATE Estimation by BFGS Iterations Taken 1 Usable Observations 534 Degrees of Freedom 534 Function Value -2171.98683698 NO ESTIMATED COEFFICIENTS ****************************** Many thanks in advance for your kind assistance. /Thamana ======================================================================== * Thamana LEKPRICHAKUL (Ph)1+808+944-7425 * * East-West Center-Population Program (Fax)1+808+944-7490 * * 1601 East-West Rd. E-Mail: thamana@hawaii.edu * * Honolulu, Hawaii 96848-1601 * * USA. * ======================================================================== ---------- End of message ---------- From: "Guido Travaglini" To: "RATS Discussion List" Subject: VAR.SRC Date: Mon, 25 Oct 1999 08:03:38 PDT Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.efs.mq.edu.au X-listname: Mime-Version: 1.0 Content-Type: text/plain; format=flowed X-Mailer: Mercury MTS (Bindery) v1.40 If the code VAR.SRC is menu-driven then I must have missed something when downloading it or must have gone through serious mistakes when processing it. Here is a typical try, where 'dlc...dlf' are the first differences of loglevel variables 'lc...lf', and nend=T. I subsume B0 is the contemporaneous structural matrix, that is later used to perform identification-based routines (e.g. Bernanke). All I get is the framed result, and nothing more. Could anybody explain me how to get out of these doldrums? Thanx, Guido. sou(noecho) d:\winrats\src\var.src com nvar=4 dec rec B0(nvar,nvar) inpu B0 1 1 1 1 0 1 1 1 0 0 1 1 0 0 0 1 @var(ncorr=5,exog,print) 1 nend B0 #dlc dli dlt dlf #constant trend lc li lt lf **************************************** * Vector Autoregressive Analysis * **************************************** ______________________________________________________ Get Your Private, Free Email at http://www.hotmail.com ---------- End of message ---------- From: Norman J Morin To: "RATS Discussion List" Subject: Re: VAR.SRC Date: Mon, 25 Oct 1999 11:35:34 -0400 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.efs.mq.edu.au X-listname: MIME-version: 1.0 Content-type: text/plain; charset=us-ascii X-Mailer: Mercury MTS (Bindery) v1.40 A menu named "VAR" should have appeared next to the HELP menu at the top of the RATS window. Within it should be all the options to provide enough of a breeze to tack out of the doldrums. Norm -- Norman J. Morin --------------------------------------------------------- Division of Research and Statistics * Mail Stop 82 Board of Governors of the Federal Reserve System Washington, D.C. 20551 * (202) 452-2476 norman.j.morin@frb.gov * nmorin@frb.gov * m1njm00@frb.gov --------------------------------------------------------- Guido Travaglini on 10/25/99 11:03:38 AM Please respond to RATS Discussion List To: RATS Discussion List cc: (bcc: Norman J Morin/RS-MA/FRBOG/US) Subject VAR.SRC : If the code VAR.SRC is menu-driven then I must have missed something when downloading it or must have gone through serious mistakes when processing it. Here is a typical try, where 'dlc...dlf' are the first differences of loglevel variables 'lc...lf', and nend=T. I subsume B0 is the contemporaneous structural matrix, that is later used to perform identification-based routines (e.g. Bernanke). All I get is the framed result, and nothing more. Could anybody explain me how to get out of these doldrums? Thanx, Guido. sou(noecho) d:\winrats\src\var.src com nvar=4 dec rec B0(nvar,nvar) inpu B0 1 1 1 1 0 1 1 1 0 0 1 1 0 0 0 1 @var(ncorr=5,exog,print) 1 nend B0 #dlc dli dlt dlf #constant trend lc li lt lf **************************************** * Vector Autoregressive Analysis * **************************************** ______________________________________________________ Get Your Private, Free Email at http://www.hotmail.com ---------- End of message ---------- From: "Estima" To: "RATS Discussion List" Subject: Re: VAR.SRC Date: Mon, 25 Oct 1999 11:04:34 -0500 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.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 25 Oct 99, at 8:03, Guido Travaglini wrote: > If the code VAR.SRC is menu-driven then I must have missed something > when downloading it or must have gone through serious mistakes when > processing it. Here is a typical try, where 'dlc...dlf' are the first > differences of loglevel variables 'lc...lf', and nend=T. I subsume B0 > is the contemporaneous structural matrix, that is later used to perform > identification-based routines (e.g. Bernanke). All I get is the framed > result, and nothing more. Could anybody explain me how to get out of these > doldrums? Thanx, Guido. > VAR is indeed menu driven. Look at the RATS menu bar, where you normall see the "File", "Edit", "Window", and "Help" menus. You should now see a new "VAR" menu there, right next to the "Help" menu. 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: "Estima" To: "RATS Discussion List" Subject: Re: Tobit estimation Date: Mon, 25 Oct 1999 11:03:31 -0500 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.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 followed example on page 12-7 to estimate a Tobit regression but was > unable to get estimated coefficients. Can any body help me pointing out > what > I did wrong? Here is my command script: > > ******************************* > > Here is the result: > > ******************************** > MAXIMIZE(METHOD=BFGS) TRUNCATE > > Estimation by BFGS > Iterations Taken 1 > Usable Observations 534 Degrees of Freedom 534 > Function Value -2171.98683698 > > NO ESTIMATED COEFFICIENTS > ****************************** I don't see any way that the code you described could produce this result. Make sure you are running the entire program (i.e. all the instructions), and take a look at the LINREG output to make sure that looks reasonable. If so, perhaps you could send me the complete program and data set and I'll take a look. 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: "Crowley, Patrick" To: "RATS Discussion List" Subject: RE: TGARCH Date: Mon, 25 Oct 1999 13:07:44 -0400 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.efs.mq.edu.au X-listname: MIME-Version: 1.0 X-Mailer: Internet Mail Service (5.5.2448.0) (via Mercury MTS (Bindery) v1.40) Content-Type: text/plain By TGARCH, do you mean a GARCH model with student-t distributed errors? Patrick Crowley ************************************************************************ Patrick Crowley, Department of Economics, Middlebury College, Tel: (802) 443-2536 Middlebury, VT 05753, Fax: (802) 443-2050 USA email: patrick.crowley@middlebury.edu ************************************************************************ > -----Original Message----- > From: Van & Bethanie Newby [SMTP:newby@micron.net] > Sent: Monday, October 25, 1999 5:36 AM > To: RATS Discussion List > Subject: TGARCH > > Has anyone out there used RATS to analyze and apply TGARCH? > > Van Newby ---------- End of message ---------- From: gkoutmos@FAIR1.FAIRFIELD.EDU To: "RATS Discussion List" Subject: RE: TGARCH Date: Mon, 25 Oct 1999 13:36:51 -0400 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.efs.mq.edu.au X-listname: MIME-version: 1.0 X-Mailer: Pegasus Mail for Win32 (v3.01b) (via Mercury MTS (Bindery) v1.40) Content-type: text/plain; charset=US-ASCII Content-transfer-encoding: 7BIT Check Koutmos (1997) Journal of International Financial Markets Institutions and Money, vol. 7 pp. 221-234. Greg Koutmos ---------- End of message ---------- From: "=?BIG5?B?qve/xKh0?=" To: "RATS Discussion List" Subject: =?BIG5?B?RGlzZXF1aWxpYnJpdW0gbW9kZWxz?= Date: Tue, 26 Oct 1999 02:48:07 +0800 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.efs.mq.edu.au X-listname: X-Mailer: Microsoft Internet Mail 4.70.1161 (via Mercury MTS (Bindery) v1.40) MIME-Version: 1.0 Content-Type: text/plain; charset=BIG5 Content-Transfer-Encoding: 7bit Dear RATS users: I would like to know if any of you know of a program or a procedure that will estimate disequilibrium models as in Maddala and Nelson (1974), Econometrica. I would like to apply this type of model in estimating credit supply and demand functions. Thanks for your help. Shuh Liang ---------- End of message ---------- From: Simon.Van-Norden@hec.ca To: "RATS Discussion List" Subject: Re: Disequilibrium models Date: Mon, 25 Oct 1999 15:46:34 -0400 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.efs.mq.edu.au X-listname: Organization: Ecole des Hautes Etudes Commerciales X-Mailer: Mozilla 4.61 [en] (Win98; U) (via Mercury MTS (Bindery) v1.40) MIME-Version: 1.0 Content-Type: text/plain; charset=iso-8859-1 Content-Transfer-Encoding: quoted-printable Dear =AA=F7=BF=C4=A8t; Most of these disequilibrium models can be generalized into switching reg= ression models (you observe the supply curve in one regime, the demand curve in t= he other.) There's lots of code out there for this kind of model. I've got some that you can find on my home page. The recent textbook by Kim and Nelson would be another good source. SvN =AA=F7=BF=C4=A8t wrote: >=20 > Dear RATS users: >=20 > I would like to know if any of you know of a program or a procedure th= at > will estimate disequilibrium models as in Maddala and Nelson (1974), > Econometrica. > I would like to apply this type of model in estimating credit supply an= d > demand functions. >=20 > Thanks for your help. >=20 > Shuh Liang ---------- End of message ---------- From: Max Jerrell To: "RATS Discussion List" Subject: Re: Disequilibrium models Date: Mon, 25 Oct 1999 15:35:34 -0700 Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.efs.mq.edu.au X-listname: MIME-version: 1.0 X-Mailer: Novell GroupWise 5.5 (via Mercury MTS (Bindery) v1.40) Content-type: text/plain; charset=ISO-8859-1 Content-Transfer-Encoding: quoted-printable I estimated Madalla and Nelson's likelihood function using the RATS MAXIM= IZE command. =20 Suggestion (1) Estimate using Method=3DSimplex (2) Get resonably good starting values from some random search method l= ike a genetic algorithm or simulated annealing. Max E. Jerrell Professor of Economics College of Business Administration Northern Arizona University Flagstaff, AZ 86011-5066 >>> ****=BFt 10/25/99 11:48AM >>> Dear RATS users: I would like to know if any of you know of a program or a procedure that will estimate disequilibrium models as in Maddala and Nelson (1974), Econometrica. I would like to apply this type of model in estimating credit supply and demand functions. Thanks for your help. Shuh Liang ---------- End of message ---------- From: "Guido Travaglini" To: "RATS Discussion List" Subject: Re: VAR.SRC Date: Mon, 25 Oct 1999 16:34:17 PDT Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.efs.mq.edu.au X-listname: Mime-Version: 1.0 Content-Type: text/plain; format=flowed X-Mailer: Mercury MTS (Bindery) v1.40 Norman, thank you for the rescue from the doldrums. Before that I was next to see Ulysses' mermaids (well, why not?). Regards, Guido. >From: Norman J Morin >Reply-To: "RATS Discussion List" >To: "RATS Discussion List" >Subject: Re: VAR.SRC >Date: Mon, 25 Oct 1999 11:35:34 -0400 > > > >A menu named "VAR" should have appeared next to the HELP menu at the top of >the RATS window. Within it should be all the options to provide enough of >a breeze to tack out of the doldrums. > >Norm > >-- > > Norman J. Morin > --------------------------------------------------------- > Division of Research and Statistics * Mail Stop 82 > Board of Governors of the Federal Reserve System > Washington, D.C. 20551 * (202) 452-2476 > norman.j.morin@frb.gov * nmorin@frb.gov * m1njm00@frb.gov > --------------------------------------------------------- > > > > > > >Guido Travaglini on 10/25/99 11:03:38 AM > >Please respond to RATS Discussion List > > > To: RATS Discussion List > > cc: (bcc: Norman J Morin/RS-MA/FRBOG/US) > > > > Subject VAR.SRC > : > > > > > > >If the code VAR.SRC is menu-driven then I must have missed something >when downloading it or must have gone through serious mistakes when >processing it. Here is a typical try, where 'dlc...dlf' are the first >differences of loglevel variables 'lc...lf', and nend=T. I subsume B0 >is the contemporaneous structural matrix, that is later used to perform >identification-based routines (e.g. Bernanke). All I get is the framed >result, and nothing more. Could anybody explain me how to get out of these >doldrums? Thanx, Guido. > >sou(noecho) d:\winrats\src\var.src >com nvar=4 >dec rec B0(nvar,nvar) >inpu B0 >1 1 1 1 >0 1 1 1 >0 0 1 1 >0 0 0 1 > >@var(ncorr=5,exog,print) 1 nend B0 >#dlc dli dlt dlf >#constant trend lc li lt lf > >**************************************** >* Vector Autoregressive Analysis * >**************************************** > > >______________________________________________________ >Get Your Private, Free Email at http://www.hotmail.com > > > ______________________________________________________ Get Your Private, Free Email at http://www.hotmail.com ---------- End of message ---------- From: "Guido Travaglini" To: "RATS Discussion List" Subject: Re: VAR.SRC Date: Mon, 25 Oct 1999 16:35:38 PDT Errors-to: Reply-to: "RATS Discussion List" Sender: Maiser@efs1.efs.mq.edu.au X-listname: Mime-Version: 1.0 Content-Type: text/plain; format=flowed X-Mailer: Mercury MTS (Bindery) v1.40 Thank you for the help. Regards. Guido. >From: "Estima" >Reply-To: "RATS Discussion List" >To: "RATS Discussion List" >Subject: Re: VAR.SRC >Date: Mon, 25 Oct 1999 11:04:34 -0500 > >On 25 Oct 99, at 8:03, Guido Travaglini wrote: > > > If the code VAR.SRC is menu-driven then I must have missed something > > when downloading it or must have gone through serious mistakes when > > processing it. Here is a typical try, where 'dlc...dlf' are the first > > differences of loglevel variables 'lc...lf', and nend=T. I subsume B0 > > is the contemporaneous structural matrix, that is later used to perform > > identification-based routines (e.g. Bernanke). All I get is the framed > > result, and nothing more. Could anybody explain me how to get out of >these > > doldrums? Thanx, Guido. > > > >VAR is indeed menu driven. Look at the RATS menu bar, where you >normall see the "File", "Edit", "Window", and "Help" menus. You >should now see a new "VAR" menu there, right next to the "Help" menu. > >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 | >------------------------------------------------------------ ______________________________________________________ Get Your Private, Free Email at http://www.hotmail.com ---------- End of message ----------