Hi,
I have used the pvar command in the following way
pvar variableY variableX, lags(3) instl(1/3) gmmstyle
When stata gives me the output of this, does it give me coefficients only on the lagged values of variableX (explanatory variable) or on the current and lagged values.
Also, I need the irf graph for the above. The function I use is pvarirf, mc(200) oirf byopt(yrescale). This gives me four graphs (X on X, X on Y, Y on X and Y on Y). Is there a way to get graphs for the individual lags? (Y on first lag of X, Y on second lag on X and Y on third lag of X)
I have used the pvar command in the following way
pvar variableY variableX, lags(3) instl(1/3) gmmstyle
When stata gives me the output of this, does it give me coefficients only on the lagged values of variableX (explanatory variable) or on the current and lagged values.
Also, I need the irf graph for the above. The function I use is pvarirf, mc(200) oirf byopt(yrescale). This gives me four graphs (X on X, X on Y, Y on X and Y on Y). Is there a way to get graphs for the individual lags? (Y on first lag of X, Y on second lag on X and Y on third lag of X)
