Size constraint in SVAR impulse response

[Thomas Lee]

Dear everyone,
I'm continuing from this thread https://www.statalist.org/forums/for...pulse-resposes. I see that the problem now is the size of variable in SVAR which prevents me to do impulse response function. Does anyone have a knowledge about how svar in stata construct or face with this problem before ? . If svar cannot take action for more than 8 vars with impulse response, any suggestions ? Thank you so much

import excel using "image_11026.xlsx" 
 ren date date_ gen date = quarterly(date_, "YQ") tsset date set matsize 1000 matrix A = ( 1,0,0,0,0,0,0,0,0,0,0 \ .,1,0,0,0,0,0,0,0,0,0 \ .,.,1,0,0,0,0,0,0,0,0 \ .,.,.,1,0,0,0,0,0,0,0 \ .,.,.,.,1,0,0,0,0,0,0 \ .,.,.,.,.,1,0,0,0,0,0 \.,.,.,.,.,.,1,0,0,0,0 \ .,.,.,.,.,.,.,1,0,0,0 \ .,.,.,.,.,.,.,.,1,0,0 \ .,.,.,.,.,.,.,.,.,1,0 \ .,.,.,.,.,.,.,.,.,.,1) matrix B = (.,0,0,0,0,0,0,0,0,0,0 \ 0,.,0,0,0,0,0,0,0,0,0 \ 0,0,.,0,0,0,0,0,0,0,0 \ 0,0,0,.,0,0,0,0,0,0,0 \ 0,0,0,0,.,0,0,0,0,0,0 \ 0,0,0,0,0,.,0,0,0,0,0 \ 0,0,0,0,0,0,.,0,0,0,0 \ 0,0,0,0,0,0,0,.,0,0,0\ 0,0,0,0,0,0,0,0,.,0,0 \ 0,0,0,0,0,0,0,0,0,.,0 \ 0,0,0,0,0,0,0,0,0,0,.) svar pi_us y_us r_us pi_jap y_jap r_jap e_jap pi_kor y_kor r_kor e_kor, lag(1/2) aeq(A) beq(B) matlist e(A) matlist e(B) irf set myirf1, replace irf cre order1

[Morad Bali]

Hello !

On my side I am able to run 10 variables SVAR without any troubles.

I guess that you might have an hardware issue. Is your machine strong enough to fit STATA requirements ? Are you using the appropriate version of STATA ?

I am 100% positive that you can run a 8 variables SVAR.