Types of IRF Graphs (What are the differences ???

[Maali Alburaies]

Dear all,
The Stata produces four different types of impulse response functions for time series data
1- simple impulse response function(irf)
2-orthogonalized irf(oirf)
3- Structural irf(sirf)
4 cumulative orthogonalized irf(coirf)

and and my question:

what are the differences between these graphs in using and interpretation ?
especially between these graphs
oirf & coirf
oirf & sirf??

because I notice that oirf & sirf give me the same values of the function?

[Morad Bali]

Hello,

This forum is about the use of STATA, not econometric literature.

Use Google Scholar to dig out differences about these.

For instance, after a simple research on Google I found this: https://warwick.ac.uk/fac/soc/econom.../twerp_971.pdf

Regarding your last question, without codes and data nobody here can help you.