Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Need help for a problem with impulse response function (IRF) of an ARIMA model!!!

    I read the manual about IRF after ARIMA in tsarimapostestimation.pdf, page 6-8. And I try to do exactly the example 2 but my Stata doesn't work like the example 2 (as can see in the photo I upload). Because I need to run my dynamic model and create IRF which is quite similiar process with this example.
    Please help me with this problem.

  • #2
    From -help irf-:

    irf can be used only after var, svar, and vec
    You should:

    1. Read the FAQ carefully.

    2. "Say exactly what you typed and exactly what Stata typed (or did) in response. N.B. exactly!"

    3. Describe your dataset. Use list to list data when you are doing so. Use input to type in your own dataset fragment that others can experiment with.

    4. Use the advanced editing options to appropriately format quotes, data, code and Stata output. The advanced options can be toggled on/off using the A button in the top right corner of the text editor.

    Comment


    • #3
      irf after arima and arfima was introduced in Stata 13.1. Dung should ask the lab personnel to update Stata.

      Comment


      • #4
        Originally posted by Rafal Raciborski (StataCorp) View Post
        irf after arima and arfima was introduced in Stata 13.1. Dung should ask the lab personnel to update Stata.
        Thank you, I updated Stata 13.0 to Stata 13.1 (for Windows) and that problem was solved. But I got another problem. Here it is: First, I run the model:
        Click image for larger version

Name:	1.JPG
Views:	1
Size:	12.2 KB
ID:	1303190





        And after the regression, I need to create IRF or cumulative IRF.
        I tried in Linear regression but IRF does not work with "regress".
        I also tried in VAR model but cannot exclude lags of dependent variable (R) on the right side (3 independent variables in this equation is exogenous).
        And I figure out ARIMA model so it lights some hope when I test the above example 2 after update Stata. But once again, IRF can only be created when the ARIMA model contain AR and/or MA term(s):
        Click image for larger version

Name:	2.JPG
Views:	1
Size:	13.8 KB
ID:	1303191





        And I really stuck in this problem. For now, I have not found any solution yet. Please help me with this problem.
        Last edited by Dung Nguyen; 21 Jul 2015, 08:16.

        Comment


        • #5
          Originally posted by Roberto Ferrer View Post
          From -help irf-:
          Sorry Roberto, I'm trying to do with your advice, but I still not know how to use command "input" to describe my dataset, I will fix it as soon as possible. Thank you for your advice.

          Comment

          Working...
          X