addinf F-test and additional information in "twoway charts"

Khati Zolfaghari

Join Date: Mar 2021
Posts: 220

addinf F-test and additional information in "twoway charts"

24 Jul 2023, 07:34

Hello dear all,

I want to add to the chart, like additional information for f-test in my two-way command for

Code:

`var'_bl_`shock'

and

Code:

`var'_bh_`shock'

. Unfortunately, I could not find a way. this is my command for chart:

Code:

qui: twoway rarea  `var'_dn90l_`shock'  `var'_up90l_`shock' horizon if horizon &lt;5,  color(gs10) ylabel(,alternate) xlabel(-1 (1) 5) || ///
     line `var'_bl_`shock' horizon if horizon &lt;5, lcolor(blue) lpattern(solid) lwidth(medthick) xscale(range(-1 ) titleg(1) || ///        

qui: twoway rarea  `var'_dn90l_`shock' `var'_up90l_`shock' horizon if horizon &lt;5,  astyle(ci) lpattern(dash) ylabel(,alternate) xlabel(-1(1)4) || ///
     line `var'_bl_`shock' horizon if horizon &lt;5, lcolor(blue) lpattern(solid) lwidth(medthick)   xscale(range(0 ) titleg(1)) || ///
     scatter `var'_bh_`shock' `var'_dn90h_`shock' `var'_up90h_`shock' horizon if horizon &lt;5, c(l l l l) clp(solid dash dash) ms(o i i) clc(red red red)  mc(red red red) clw(medthick medthick medthick) || ///
    line a horizon if horizon &lt;5, mstyle(p1) lpattern(dash) lwidth(vthin) lcolor(gs0) ///
    title("`shock'_`var'", color(black) size(medium)) ///
    ytitle( "`v'", size(medsmall)) xtitle("Years after the shock ", size(medsmall)) ///
    graphregion(color(white)) plotregion(color(white)) ///
    legend(order(2 "low" 3 "high "))
    graph export "`cd_charts'/`v'_`shock'_`var'.pdf",replace

I appreciate your help.
Best and many thanks.

Tags: None

Rich Goldstein

Join Date: Mar 2014

Posts: 4491
#2

24 Jul 2023, 08:04

not sure I completely understand what you want but I think the text option will do this; see

Code:

help added_text_options
Comment

Khati Zolfaghari

Join Date: Mar 2021
Posts: 220

24 Jul 2023, 13:44

@Rich Goldstein thanks for your reply. I try to use:

help added_text_options

butunfotunatly I was not able to get correct results.
I run a Local projection method and I did a F-test for high and low value of the estimation in my regression.Now I want to add this information as an extera to my chart.

Code:

foreach  v of local depvar        { 
foreach  shock of local shocks     {
foreach  var of local stf         {    
forvalues i = 0/4{ 


reghdfe f`i'.`v' l(0/2)`var'_h_`shock' l(0/2)`var'_l_`shock' l(1/2)`v'`var'_h_`shock' l(1/2)`v'`var'_l_`shock', absorb(i.REG_ID2 i.year) vce(cluster REG_ID2)    

test `var'_h_`shock' - `var'_l_`shock'=0

outreg2 using ftest_`v'_`var'_`shock'.xls, append label  keep(l(0/2)`var'_h_`shock' l(0/2)`var'_l_`shock')  addstat(F-test difference, `r(F)', p-value, `r(p)') title("`var'") bdec(3) cdec(3)

}
}
}
}

and I want to add this f-test in my graph as an additional information.

Code:

qui: twoway rarea  `var'_dn90l_`shock'  `var'_up90l_`shock' horizon if horizon <5,  color(gs10) ylabel(,alternate) xlabel(-1 (1) 5) || ///
     line `var'_bl_`shock' horizon if horizon <5, lcolor(blue) lpattern(solid) lwidth(medthick) xscale(range(-1 ) titleg(1) || ///         

qui: twoway rarea  `var'_dn90l_`shock' `var'_up90l_`shock' horizon if horizon <5,  astyle(ci) lpattern(dash) ylabel(,alternate) xlabel(-1(1)4) || ///
     line `var'_bl_`shock' horizon if horizon <5, lcolor(blue) lpattern(solid) lwidth(medthick)   xscale(range(0 ) titleg(1)) || ///
     scatter `var'_bh_`shock' `var'_dn90h_`shock' `var'_up90h_`shock' horizon if horizon <5, c(l l l l) clp(solid dash dash) ms(o i i) clc(red red red)  mc(red red red) clw(medthick medthick medthick) || ///
    line a horizon if horizon <5, mstyle(p1) lpattern(dash) lwidth(vthin) lcolor(gs0) ///
    title("`shock'_`var'", color(black) size(medium)) ///
    ytitle( "`v'", size(medsmall)) xtitle("Years after the shock ", size(medsmall)) ///
    graphregion(color(white)) plotregion(color(white)) ///
    legend(order(2 "low" 3 "high ")) 
    graph export "`cd_charts'/`v'_`shock'_`var'.pdf",replace


}

Best and many thanks,

Comment

Rich Goldstein

Join Date: Mar 2014

Posts: 4491
#4

24 Jul 2023, 13:48

sorry, but I don't know what "I was not able to get correct results" means

I don't see any attempted use of the "text" option in the code you supplied

the code supplied is clearly incomplete because you refer to a number of locals but these are undefined in what you present

also, there is no -dataex- data example

maybe someone else can help you
Comment
Khati Zolfaghari

Join Date: Mar 2021

Posts: 220
#5

25 Jul 2023, 10:34

thanks for your reply. I shared my data and code.

Last edited by Khati Zolfaghari; 25 Jul 2023, 11:17.
Comment

Khati Zolfaghari

Join Date: Mar 2021
Posts: 220

25 Jul 2023, 11:12

@Rich Goldstein thanks for your reply andSorry for the I did not share my data and my effort and error that I recieved.
this is my data:

Code:

* Example generated by -dataex-. For more info, type help dataex
clear
input str30 country str45 ISO int year float inv double SumofWUI float(lngdpper dinv_0 dinv_1 dinv_2 dinv_3 dinv_4 dinv_5)
"United States"  "USA" 1952         .            .224522         .          .           .          .          .          .          .
"United States"  "USA" 1953         .           .2907436         .          .           .          .          .          .          .
"United States"  "USA" 1954         .  .7733304000000001         .          .           .          .          .          .          .
"United States"  "USA" 1955         .           .4156415         .          .           .          .          .          .          .
"United States"  "USA" 1956         .  .7063231999999999         .          .           .          .          .          .          .
"United States"  "USA" 1957         .           .5343794         .          .           .          .          .          .          .
"United States"  "USA" 1958         .                  0         .          .           .          .          .          .          .
"United States"  "USA" 1959         . .47444719999999996         .          .           .          .          .          .          .
"United States"  "USA" 1960         .           .7950359         .          .           .          .          .          .          .
"United States"  "USA" 1961         .  .6913096000000001         .          .           .          .          .          .          .
"United States"  "USA" 1962         .           .6443942         .          .           .          .          .          .          .
"United States"  "USA" 1963         .  .8039982999999999         .          .           .          .          .          .          .
"United States"  "USA" 1964         .           .2409161         .          .           .          .          .          .          .
"United States"  "USA" 1965         . 1.0593626999999999         .          .           .          .          .          .          .
"United States"  "USA" 1966         .          1.1982024         .          .           .          .          .          .          .
"United States"  "USA" 1967         .           .2659103         .          .           .          .          .          .          .
"United States"  "USA" 1968         .  .6770381999999999         .          .           .          .          .          .          .
"United States"  "USA" 1969         . .38968850000000005         .          .           .          .          .          .          .
"United States"  "USA" 1970         . .15202870000000002         .          .           .          .          .          .          .
"United States"  "USA" 1971         . .41072949999999997         .          .           .          .          .          .          .
"United States"  "USA" 1972         .           .0933445         .          .           .          .          .          .          .
"United States"  "USA" 1973  22.21786           .0897666 10.244054          .           .          .          .          .          .
"United States"  "USA" 1974 21.789583 .28516949999999996 10.229497 -.42827415   -1.569084 -1.0930862    .236084  1.5171833  2.2087765
"United States"  "USA" 1975 20.648773 .48200679999999996  10.21758   -1.14081   -.6648121   .6643581  1.9454575  2.6370506  1.7422943
"United States"  "USA" 1976  21.12477           .3596399 10.260558   .4759979    1.805168  3.0862675  3.7778606   2.883104  2.6986046
"United States"  "USA" 1977  22.45394 1.0571842999999999 10.295705  1.3291702   2.6102695   3.301863  2.4071064  2.2226067  1.3913326
"United States"  "USA" 1978  23.73504 .19876069999999998 10.338984  1.2810993   1.9726925  1.0779362   .8934364   .0621624 -.04269981
"United States"  "USA" 1979 24.426634  .5083416000000001  10.35912   .6915932  -.20316315  -.3876629  -1.218937  -1.323799    -.25914
"United States"  "USA" 1980  23.53188 .24863100000000002 10.346952  -.8947563   -1.079256   -1.91053 -2.0153923  -.9507332   -.741293
"United States"  "USA" 1981  23.34738           .3621824   10.3622 -.18449974  -1.0157738  -1.120636 -.05597687  .15346336  .06526375
"United States"  "USA" 1982 22.516104           .3713493 10.334473   -.831274   -.9361362  .12852287   .3379631   .2497635 -.28631783
"United States"  "USA" 1983  22.41124           .3962155 10.370148 -.10486221    .9597969  1.1692371  1.0810375   .5449562 -.04124641
"United States"  "USA" 1984   23.4759            .192419 10.431357  1.0646591   1.2740993  1.1858997   .6498184   .0636158  -.3883152
"United States"  "USA" 1985  23.68534           .0839913 10.463347  .20944023   .12124062  -.4148407 -1.0010433 -1.4529743 -2.1906185
"United States"  "USA" 1986  23.59714 .21242709999999998 10.488146 -.08819962   -.6242809 -1.2104836 -1.6624146  -2.400059  -3.568321
"United States"  "USA" 1987  23.06106           .3327374 10.513215  -.5360813  -1.1222839  -1.574215 -2.3118591 -3.4801216  -3.769976
"United States"  "USA" 1988  22.47486           .7352632 10.545057  -.5862026  -1.0381336 -1.7757778   -2.94404  -3.233894  -2.970907
"United States"  "USA" 1989 22.022926 .36565369999999997  10.57168   -.451931  -1.1895752 -2.3578377  -2.647692 -2.3847046 -2.0710583
"United States"  "USA" 1990  21.28528 .39529499999999995 10.579068  -.7376442  -1.9059067 -2.1957607 -1.9327736 -1.6191273 -1.1583271
"United States"  "USA" 1991  20.11702           .1536587 10.564623 -1.1682625  -1.4581165 -1.1951294  -.8814831  -.4206829  .03502083
"United States"  "USA" 1992 19.827166           .2734836 10.585372 -.28985405 -.026866913   .2867794   .7475796  1.2032833  1.4658108
"United States"  "USA" 1993  20.09015  .5693062999999999  10.59933  .26298714   .57663345  1.0374336  1.4931374   1.755665   2.428085
"United States"  "USA" 1994   20.4038           .2580359 10.626566   .3136463    .7744465  1.2301502  1.4926777  2.1650982   2.697525
"United States"  "USA" 1995   20.8646           .2924072 10.641147   .4608002    .9165039  1.1790314   1.851452  2.3838787   2.742489
"United States"  "USA" 1996 21.320303           .1409335 10.666544   .4557037    .7182312  1.3906517  1.9230785  2.2816887  1.6739082
"United States"  "USA" 1997  21.58283           .0495638 10.698015  .26252747     .934948  1.4673748   1.825985  1.2182045  .21958733
"United States"  "USA" 1998  22.25525           .4398425 10.730197   .6724205   1.2048473  1.5634575    .955677 -.04294014  .03979111
"United States"  "USA" 1999  22.78768           .2346321 10.765545  .53242683     .891037  .28325653  -.7153606  -.6326294 -.12750816
"United States"  "USA" 2000  23.14629           .2538247  10.79438  .35861015   -.2491703 -1.2477875 -1.1650562   -.659935   .1469593
"United States"  "USA" 2001  22.53851           .9892922  10.79398  -.6077805  -1.6063976 -1.5236664 -1.0185452 -.21165085 -.10811996
"United States"  "USA" 2002  21.53989            1.07912  10.80152  -.9986172   -.9158859  -.4107647   .3961296   .4996605 -.21549225
"United States"  "USA" 2003  21.62262          1.2123401 10.820502  .08273125    .5878525  1.3947468  1.4982777   .7831249  -.3044109
"United States"  "USA" 2004  22.12774           .3570366  10.84905  .50512123   1.3120155  1.4155464   .7003937  -.3871422  -2.812483
"United States"  "USA" 2005 22.934637 .49987200000000004 10.874072   .8068943    .9104252  .19527245  -.8922634  -3.317604  -3.813799
"United States"  "USA" 2006  23.03817 .23886079999999998 10.891877  .10353088   -.6116219 -1.6991577 -4.1244984  -4.620693  -4.197651
"United States"  "USA" 2007 22.323015           1.094794 10.902272  -.7151527  -1.8026886 -4.2280293  -4.724224  -4.301182  -3.525566
"United States"  "USA" 2008  21.23548           .6031295 10.894035 -1.0875359  -3.5128765 -4.0090714  -3.586029 -2.8104134  -2.600588
"United States"  "USA" 2009 18.810139          1.0202793 10.858926  -2.425341  -2.9215355  -2.498493 -1.7228775  -1.513052  -.9355259
"United States"  "USA" 2010 18.313944  .8268708999999999 10.877357  -.4961948  -.07315254   .7024632   .9122887  1.4898148  1.6390247
"United States"  "USA" 2011 18.736986           .7264667  10.88547   .4230423    1.198658  1.4084835  1.9860096  2.1352196  2.0588856
"United States"  "USA" 2012   19.5126          1.5249123 10.900684   .7756157    .9854412  1.5629673  1.7121773  1.6358433  1.9111767
"United States"  "USA" 2013  19.72243           .8904299 10.912007   .2098255    .7873516   .9365616   .8602276   1.135561  1.4055405
"United States"  "USA" 2014 20.299953           .5881687 10.927294   .5775261    .7267361   .6504021   .9257355   1.195715  1.2563667
"United States"  "USA" 2015 20.449163           1.073512 10.946635  .14920998   .07287598   .3482094   .6181889   .6788406  1.0160637
"United States"  "USA" 2016  20.37283  .8585571000000001 10.955926   -.076334    .1989994   .4689789  .52963066   .8668537   .7370338
"United States"  "USA" 2017  20.64816           .7434678  10.97177   .2753334    .5453129   .6059647   .9431877   .8133678          .
"United States"  "USA" 2018  20.91814  .7691144999999999 10.995535  .26997948    .3306313   .6678543  .53803444          .          .
"United States"  "USA" 2019 20.978794          2.1541754 11.013666  .06065178    .3978748  .26805496          .          .          .
"United States"  "USA" 2020  21.31602 1.4796038999999999 10.975954  .33722305    .2074032          .          .          .          .
"United States"  "USA" 2021   21.1862 .38883500000000004 11.032142 -.12981987           .          .          .          .          .
"United States"  "USA" 2022         .           .7065671 11.048772          .           .          .          .          .          .
"United States"  "USA" 2023         .            .371767         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1953         .           .8652645         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1954         .  .5606990000000001         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1955         .           .9102029         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1956         .          1.4349428         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1957         .  .5717913000000001         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1958         .           .4558605         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1959         .           .4066817         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1960         .  .6464757000000001         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1961         .           .3663962         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1962         .          1.6935183         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1963         .           .8585887         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1964         .          1.2548598         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1965         .           .8401037         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1966         .           .2034193         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1967         .           .8099967         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1968         .           .5499945         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1969         .  .7153967999999999         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1970         .           .3419836         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1971         .           .6037983         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1972         . .44972500000000004         .          .           .          .          .          .          .
"United Kingdom" "GBR" 1973 24.807045           .0855359  9.596175          .           .          .          .          .          .
"United Kingdom" "GBR" 1974 26.327484 .38107559999999996  9.570387   1.520439    .7976589   .4577007  -.8286591 -1.2225094 -1.0869637
"United Kingdom" "GBR" 1975 25.604704           .8089789  9.555614  -.7227802  -1.0627384 -2.3490982 -2.7429485  -2.607403 -3.4438305
"United Kingdom" "GBR" 1976 25.264746 1.0808285999999998  9.584548  -.3399582   -1.626318 -2.0201683 -1.8846226   -2.72105  -4.867613
"United Kingdom" "GBR" 1977 23.978386           .3710501  9.609157 -1.2863598    -1.68021 -1.5446644  -2.381092 -4.5276546  -4.524992
"United Kingdom" "GBR" 1978 23.584536          1.0868924  9.650286  -.3938503   -.2583046 -1.0947323  -3.241295  -3.238632  -3.404114
"United Kingdom" "GBR" 1979  23.72008  .9693126999999999  9.686193  .13554573    -.700882 -2.8474445  -2.844782 -3.0102634 -1.7908516
"United Kingdom" "GBR" 1980 22.883654 .46875239999999996  9.664475  -.8364277    -2.98299 -2.9803276  -3.145809 -1.9263973  -1.912424
end

and also:

and
and

Code:

* Example generated by -dataex-. For more info, type help dataex
clear
input float(lngdpper_dn90l_SumofWUI lngdpper_up68l_SumofWUI lngdpper_dn68l_SumofWUI lngdpper_h_SumofWUI lngdpper_l_SumofWUI invlngdpper_h_SumofWUI invlngdpper_l_SumofWUI a horizon)
         0           0          0    .112261    .112261           .          . 0 -1
 -.7158968  -.14120643 -.57575494   .1453718   .1453718           .          . 0  0
  -.829696    -.054423  -.6406407   .3866652   .3866652           .          . 0  1
 -.8944264 -.027347704  -.6829838  .20782074  .20782074           .          . 0  2
-.58124375    .3833863  -.3460126   .3531616   .3531616           .          . 0  3
  -.500486    .5113295 -.25374842   .2671897   .2671897           .          . 0  4
  -.700113    .3524218  -.4434457          0          0           .          . 0  5
         0           0          0   .2372236   .2372236           .          . 0  6
         0           0          0  .39751795  .39751795           .          . 0  7
         0           0          0   .3456548   .3456548           .          . 0  8
         0           0          0   .3221971   .3221971           .          . 0  9
         0           0          0  .40199915  .40199915           .          . 0 10
         0           0          0  .12045805  .12045805           .          . 0 11
         0           0          0   .5296813   .5296813           .          . 0 12
         0           0          0   .5991012   .5991012           .          . 0 13
         0           0          0  .13295515  .13295515           .          . 0 14
         0           0          0   .3385191   .3385191           .          . 0 15
         0           0          0  .19484425  .19484425           .          . 0 16
         0           0          0  .07601435  .07601435           .          . 0 17
         0           0          0  .20536475  .20536475           .          . 0 18
         0           0          0  .04667225  .04667225           .          . 0 19
         0           0          0  .03256224  .05720436           .          . 0 20
         0           0          0  .10282933  .18234016  -.15443148  -.2738427 0 21
         0           0          0   .1729594   .3090474    -.409359   -.731451 0 22
         0           0          0  .13133731   .2283026   .17383024   .3021677 0 23
         0           0          0   .3916097   .6655746    .4923606   .8368096 0 24
         0           0          0   .0749162   .1238445    .4828675   .7982318 0 25
         0           0          0  .19314487   .3151967    .2627715   .4288217 0 26
         0           0          0   .0940114   .1546196   -.3383219 -.55643445 0 27
         0           0          0  .13777992  .22440247  -.07018663  -.1143131 0 28
         0           0          0  .13971569   .2316336   -.3127568  -.5185172 0 29
         0           0          0  .15120253  .24501297  -.04001719 -.06484502 0 30
         0           0          0  .07521914  .11719986    .4161893   .6484697 0 31
         0           0          0 .033244092  .05074721   .08289728  .12654296 0 32
         0           0          0  .08488793  .12753917 -.035245422 -.05295419 0 33
         0           0          0  .13424931   .1984881  -.21629234   -.319789 0 34
         0           0          0   .3002733   .4349899  -.23939866   -.346804 0 35
         0           0          0  .15083815  .21481554  -.18642895 -.26550204 0 36
         0           0          0  .16351926  .23177575   -.3051367  -.4325075 0 37
         0           0          0  .06321841   .0904403  -.48064765  -.6876149 0 38
         0           0          0  .11339827  .16008534  -.12018617 -.16966787 0 39
         0           0          0    .237296   .3320103   .10961726  .15336987 0 40
         0           0          0  .10864952  .14938638   .13206504  .18158127 0 41
         0           0          0  .12378839   .1686188    .1950763  .26572388 0 42
         0           0          0  .06022365  .08070984   .19473116   .2609726 0 43
         0           0          0 .021424495 .028139306   .11348037   .1490471 0 44
         0           0          0  .19235535  .24748714    .2940682   .3783523 0 45
         0           0          0   .1039205  .13071162   .23581623  .29661062 0 46
         0           0          0  .11357921  .14024548   .16046767   .1981425 0 47
         0           0          0    .442617  .54667515  -.27192572  -.3358547 0 48
         0           0          0   .4840958   .5950242    -.447982 -.55063516 0 49
         0           0          0  .54750806   .6648321   .03736247  .04536878 0 50
         0           0          0  .16286084  .19417576   .23040906  .27471218 0 51
         0           0          0  .23000404  .26986796   .37127295  .43562135 0 52
         0           0          0  .11058318  .12827761   .04793074  .05560014 0 53
         0           0          0  .50865996    .586134   -.3322722  -.3828806 0 54
         0           0          0  .27943265  .32369685  -.50386035  -.5836755 0 55
         0           0          0   .4669984   .5532809  -1.1101178  -1.315223 0 56
         0           0          0   .3808971   .4459738  -.22857155  -.2676233 0 57
         0           0          0   .3355842   .3908825    .1954203    .227622 0 58
         0           0          0   .7081144   .8167979     .360168   .4154477 0 59
         0           0          0   .4150907   .4753392   .09781413  .11201139 0 60
         0           0          0   .2756199   .3125488    .2706327   .3068934 0 61
         0           0          0  .50636894   .5671431   .07038141  .07882857 0 62
         0           0          0   .4062497   .4523073 -.036119517 -.04021448 0 63
         0           0          0    .353674   .3897938   .13097847  .14435494 0 64
         0           0          0    .368796   .4003186    .1294571  .14052238 0 65
         0           0          0  1.0391895   1.114986   .02925885 .031392932 0 66
         0           0          0   .7048494   .7747545   .16064534   .1765777 0 67
         0           0          0   .1887262   .2001088  -.06300979 -.06681008 0 68
         0           0          0   .3448224   .3617447           .          . 0 69
         0           0          0   .1858835   .1858835           .          . 0 70
         0           0          0   .4326322   .4326322           .          . 0 71
         0           0          0   .2803495   .2803495           .          . 0 72
         0           0          0   .4551015   .4551015           .          . 0 73
         0           0          0   .7174714   .7174714           .          . 0 74
         0           0          0  .28589565  .28589565           .          . 0 75
         0           0          0  .22793025  .22793025           .          . 0 76
         0           0          0  .20334084  .20334084           .          . 0 77
         0           0          0   .3232378   .3232378           .          . 0 78
         0           0          0   .1831981   .1831981           .          . 0 79
         0           0          0   .8467591   .8467591           .          . 0 80
         0           0          0  .42929435  .42929435           .          . 0 81
         0           0          0   .6274299   .6274299           .          . 0 82
         0           0          0   .4200518   .4200518           .          . 0 83
         0           0          0  .10170965  .10170965           .          . 0 84
         0           0          0   .4049984   .4049984           .          . 0 85
         0           0          0  .27499726  .27499726           .          . 0 86
         0           0          0   .3576984   .3576984           .          . 0 87
         0           0          0   .1709918   .1709918           .          . 0 88
         0           0          0   .3018991   .3018991           .          . 0 89
         0           0          0   .2248625   .2248625           .          . 0 90
         0           0          0 .023366483  .06216942           .          . 0 91
         0           0          0  .10285585  .27821973    .4103807  1.1100584 0 92
         0           0          0  .21684545  .59213346  -.19374004 -.52904016 0 93
         0           0          0  .29366213   .7871665  -.09236696 -.24759124 0 94
         0           0          0  .10197642  .26907367   -.3535328   -.932827 0 95
         0           0          0   .3044545   .7824379  -.11032325 -.28352708 0 96
         0           0          0  .27603805   .6932746   .03860032  .09694541 0 97
         0           0          0  .13216546   .3365869   -.2358321  -.6005956 0 98
end

and

Code:

foreach shock in SumofWUI {
foreach var in lngdpper    {    
*high    
gen `var'_bh_`shock' =0
gen `var'_seh_`shock'=0
gen `var'_up90h_`shock'=0
gen `var'_dn90h_`shock'=0
gen `var'_up68h_`shock'=0
gen `var'_dn68h_`shock'=0

*low
gen `var'_bl_`shock' =0
gen `var'_sel_`shock'=0
gen `var'_up90l_`shock'=0
gen `var'_dn90l_`shock'=0
gen `var'_up68l_`shock'=0
gen `var'_dn68l_`shock'=0

}
}

Code:

foreach  v in inv        {
foreach  shock in SumofWUI{
foreach  var in lngdpper         {    
forvalues i = 0/5{


reghdfe d`v'_`i' l(0/2)`var'_h_`shock' l(0/2)`var'_l_`shock' l(1/2)`v'`var'_h_`shock' l(1/2)`v'`var'_l_`shock', absorb(i.ifscode i.year) vce(cluster ifscode)    
lincom `var'_h_`shock', level(90)

replace `var'_bh_`shock' = r(estimate) if _n == `i'+2
replace `var'_seh_`shock'  = r(se) if _n == `i'+2
replace `var'_up90h_`shock'  = (r(estimate) + 1.645*`var'_seh_`shock' ) if _n == `i'+2
replace `var'_dn90h_`shock'  = (r(estimate) - 1.645*`var'_seh_`shock' ) if _n == `i'+2
replace `var'_up68h_`shock'  = (r(estimate) + 1*`var'_seh_`shock' ) if _n == `i'+2
replace `var'_dn68h_`shock'  = (r(estimate) - 1*`var'_seh_`shock' ) if _n == `i'+2



reghdfe d`v'_`i' l(0/2)`var'_h_`shock' l(0/2)`var'_l_`shock' l(1/2)`v'`var'_h_`shock' l(1/2)`v'`var'_l_`shock', absorb(i.ifscode i.year) vce(cluster ifscode)    

lincom `var'_l_`shock', level(90)

replace `var'_bl_`shock' = r(estimate) if _n == `i'+2
replace `var'_sel_`shock'  = r(se) if _n == `i'+2
replace `var'_up90l_`shock'  = (r(estimate) + 1.645*`var'_sel_`shock' ) if _n == `i'+2
replace `var'_dn90l_`shock'  = (r(estimate) - 1.645*`var'_sel_`shock' ) if _n == `i'+2
replace `var'_up68l_`shock'  = (r(estimate) + 1*`var'_sel_`shock' ) if _n == `i'+2
replace `var'_dn68l_`shock'  = (r(estimate) - 1*`var'_sel_`shock' ) if _n == `i'+2

test `var'_h_`shock' - `var'_l_`shock'=0

outreg2 using ftest_`v'_`var'_`shock'.xls, append label  keep(l(0/2)`var'_h_`shock' l(0/2)`var'_l_`shock')  addstat(F-test difference, `r(F)', p-value, `r(p)') title("`var'") bdec(3) cdec(3)

}
qui: twoway rarea  `var'_dn90l_`shock'  `var'_up90l_`shock' horizon if horizon &lt;6,  color(gs10) ylabel(,alternate) xlabel(-1 (1) 5) || ///
     line `var'_bl_`shock' horizon if horizon &lt;6, lcolor(blue) lpattern(solid) lwidth(medthick) xscale(range(-1 ) titleg(1)) || ///        
     line `var'_dn68l_`shock' `var'_up68l_`shock' horizon if horizon &lt;6,  lpattern(dash dash) lwidth(medthick medthick) lcolor(red red) || ///    
     line a horizon if horizon &lt;6,  lpattern(dash) lwidth(vthin) lcolor(gs0) ///  
    title("`v'", color(black) size(medium)) ///
    ytitle("Change in `v' (%)" , size(medsmall)) xtitle("Years after the shock", size(medsmall)) ///
    graphregion(color(white)) plotregion(color(white)) ///
    text(F-test difference, `r(F)', p-value, `r(p)')) ///
    legend(off) saving("`v'_`var'_l", replace)
    
 qui: twoway rarea  `var'_dn90h_`shock'  `var'_up90h_`shock' horizon if horizon &lt;6,  color(gs10) ylabel(,alternate) xlabel(-1 (1) 5) || ///
      line `var'_bh_`shock' horizon if horizon &lt;6, lcolor(blue) lpattern(solid) lwidth(medthick) xscale(range(-1 ) titleg(1)) || ///
      line `var'_dn68h_`shock' `var'_up68h_`shock' horizon if horizon &lt;6,  lpattern(dash dash) lwidth(medthick medthick) lcolor(red red) || ///    
      line a horizon if horizon &lt;6,  lpattern(dash) lwidth(vthin) lcolor(gs0) ///  
    title("`v'", color(black) size(medium)) ///
    ytitle("Change in `v'  (%)" , size(medsmall)) xtitle("Years after the shock", size(medsmall)) ///
    graphregion(color(white)) plotregion(color(white)) ///
    text(F-test difference, `r(F)', p-value, `r(p)')) ///
    legend(off) saving("`v'_`var'_h", replace)

    graph combine `v'_`var'_l.gph `v'_`var'_h.gph, cols(2) xsize(12) ysize(5) title (`v'_`var') saving(`v'_`var'_all, replace)  graphregion(color(white))

    graph export "`cd_charts'/`v'_`var'_all.jpg", replace
    erase `v'_`var'_l.gph
    erase `v'_`var'_h.gph
    erase `v'_`var'_all.gph
}
}
}

this is my error:

Prob > F = 0.8945
ftest_inv_lngdpper_SumofWUI.xls
dir : seeout
) is not a twoway plot type
r(198);

end of do-file

r(198);

Best and thanks again,

Announcement

addinf F-test and additional information in "twoway charts"

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