Significance of Impulse Response Function - Help Needed.

[danishussalam]

Hello All,

My professor said something about checking the significance of impulse response functions after VAR. He said a command in STATA will produce tables of impulse responses along with t-statistics. Can anyone please tell which command he is referring to? I searched but found tables of variance decomposition.

Any insight on this will be highly appreciated.

[Nick Cox]

Although other replies are possible, I'd ask your professor what he meant.

[Scott Merryman]

irf table irf, std will produce tables of impulse response functions, their confidence intervals, and standard errors.