good morning all stata experts and users
i am looking for the help. i used the NARDL model in my study, and from the model, i was not able to produce an IRF graph. i only got code which produces a cumulative response .However, when I consulted the literature, I found that IRF is possible when using the VAR framework. can someone help with code within the NARDL framework if it's available?
another it a must to produce two ECT when using NARDL in Stata because I have just gotten one speed of adjustment (ECT).
Best regards.
i am looking for the help. i used the NARDL model in my study, and from the model, i was not able to produce an IRF graph. i only got code which produces a cumulative response .However, when I consulted the literature, I found that IRF is possible when using the VAR framework. can someone help with code within the NARDL framework if it's available?
another it a must to produce two ECT when using NARDL in Stata because I have just gotten one speed of adjustment (ECT).
Best regards.
