Hello,
After estimating VAR model, I would love to get the cumulative impulse return functions and the values for each step until 15.
and the results are like
Now I would love to to store the values for each step by
with the error
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?
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)
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 | +--------------------------------------------+
Code:
irf describe myirf mat list r(myirfs_order)
Code:
matrix r(myirfs_order) not found
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?