Stata 11 help for irf
help irf
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Title
[TS] irf -- Create and analyze IRFs, dynamic-multiplier functions, and
FEVDs
Syntax
irf subcommand ... [, ...]
subcommand description
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create create IRF file containing IRFs, dynamic-multiplier
functions, and FEVDs
set set the active IRF file
graph graph results from active file
cgraph combine graphs of IRFs, dynamic-multiplier functions, and
FEVDs
ograph graph overlaid IRFs, dynamic-multiplier functions, and
FEVDs
table create tables of IRFs, dynamic-multiplier functions, and
FEVDs from active file
ctable combine tables of IRFs, dynamic-multiplier functions, and
FEVDs
describe describe contents of active file
add add IRF results from one file to active file
drop drop IRF results from active file
rename rename IRF results within a file
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IRF stands for impulse-response function; FEVD stands for forecast-error
variance decomposition.
irf can be used only after var, svar, and vec; see [TS] var, [TS] var
svar, and [TS] vec.
Description
irf creates and manipulates IRF files that contain estimates of the
impulse-response functions (IRFs), dynamic-multiplier functions, and
forecast-error variance decompositions (FEVDs) created after estimation
by var, svar, or vec.
See [TS] irf and [TS] irf create for more about interpreting and
analyzing IRFs and FEVDs.
Also see
Manual: [TS] irf
Help: [TS] var, [TS] var svar, [TS] varbasic, [TS] vec; [TS] var
intro, [TS] vec intro
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