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  • Impulse response functions

    Please I need a short case (data in STATA) to know the method to draw the IRFs. I want to have graphics such as in the joined file.
    Thank you
    Attached Files

  • #2
    If you give us some sense of the data you're using, the things you've tried, and where you're stuck. Then I think you'll get a faster answer.
    I know this isn't you're first post, but the FAQs are still a good guide.

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    • #3
      If all you want to do is take some data and draw a density function over time, then this discussion may help.

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      • #4
        I need to draw the shock of a variable on another variable, just how to proceed to draw the IRF starting from a panel data.

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        • #5
          Like this:
          https://www.statalist.org/forums/for...s-var-analysis

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          • #6
            https://www.statalist.org/forums/for...-panel-var-irf

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            • #7
              I run this program as example;

              clear* webuse lutkepohl2 var dln_inv dln_inc irf create irf1, set(irf1, replace) irf graph oirf, impulse(dln_inv) response(dln_inc) name(orig1,replace) use "irf1.irf",clear keep if impulse == "dln_inv" & response == "dln_inc" keep step oirf stdoirf gen upper_ci1= oirf +1.96*stdoirf gen lower_ci1 = oirf - 1.96*stdoirf gen upper_ci2= oirf +2.576*stdoirf gen lower_ci2 = oirf - 2.576*stdoirf twoway line oirf step , lc(black) /// || rarea upper_ci1 lower_ci1 step, color(blue%40) lcolor(white) /// || rarea upper_ci2 lower_ci2 step, color(blue%20) lcolor(white) /// || , legend(pos(6) row(1))
              It note: unrecognized command: | invalid command name??

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