How do I store coefficients from GARCH model in a postfile

[Adam Harper]

capture postutil clear
postfile table1 arch using "vov.garch.dta", replace

arch vov, arch(1) garch(1)
post table1 (_b[arch]) (_b[garch])

postclose table1

Need help storing these coefficients into a new dta file. Line 4 is where the problem occurs.

Thanks in advance!

[William Lisowski]

Your postfile command includes only one variable name - arch - and your post command includes two parenthesized expressions. I think you want

postfile table1 arch garch using "vov.garch.dta", replace

[Adam Harper]

You're right. Simple typo in the original question.

But the expression (_b[arch]) is not recognized. Under a simple OLS regression I would just use (_b[myvar]).
But with the GARCH model, I don't know how to collect the coefficients. I've tried a number of different expressions with no luck.

Any ideas?

[William Lisowski]

There's no need to try to guess the names of the coefficients. Most (all?) modeling commands support the coeflegend option. After your arch command to fit your model run

arch, coeflegend

to have Stata replay the results without refitting the model, substituting in the coefficient names for the variable names.

[Adam Harper]

Thanks for your help. I was able to find the name for the expressions:

 ([ARCH]_b[L.arch])

and

 ([ARCH]_b[L.garch])