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  • irf store the results for each step matrix not found

    Hello,

    After estimating VAR model, I would love to get the cumulative impulse return functions and the values for each step until 15.
    Code:
    var vwretd sdvol_1 r_1, lags(1/5)
    irf create myirf, set(myirfs, replace) step(15)
    irf table cirf, impulse(sdvol_1) response(sdvol_1) individual step(15)
    and the results are like
    Code:
    +--------------------------------------------+
    |        |    (1)         (1)         (1)    |
    |  step  |   cirf       Lower       Upper    |
    |--------+-----------------------------------|
    |0       | 1           1           1         |
    |1       | 1.09572     1.09146     1.09997   |
    |2       | 1.0778      1.07148     1.08411   |
    |3       | 1.04753     1.03972     1.05535   |
    |4       | 1.03347     1.02448     1.04247   |
    |5       | 1.03666     1.02664     1.04667   |
    |6       | 1.03824     1.02806     1.04843   |
    |7       | 1.03829     1.02829     1.04829   |
    |8       | 1.03769     1.02783     1.04755   |
    |9       | 1.03732     1.02749     1.04714   |
    |10      | 1.03722     1.02737     1.04706   |
    |11      | 1.03723     1.02738     1.04708   |
    |12      | 1.03726     1.02741     1.04711   |
    |13      | 1.03726     1.02742     1.0471    |
    |14      | 1.03725     1.02741     1.04709   |
    |15      | 1.03724     1.0274      1.04709   |
    +--------------------------------------------+
    Now I would love to to store the values for each step by
    Code:
    irf describe myirf
    mat list r(myirfs_order)
    with the error
    Code:
    matrix r(myirfs_order) not found
    I am not quite sure if I use the correct name of matrix to get the values for each step according to the impulse and response valuables. The reference link is here:
    chrome-extension://efaidnbmnnnibpcajpcglclefindmkaj/https://www.stata.com/manuals/tsirfdescribe.pdf

    Can someone help to to store the values according to the impulse and response valuables?
    Last edited by Wen-Hung Hsu; 28 Oct 2022, 15:24.
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