Stata 11 help for irf

help irf -------------------------------------------------------------------------------

Title

[TS] irf -- Create and analyze IRFs, dynamic-multiplier functions, and FEVDs

Syntax

irf subcommand ... [, ...]

subcommand description ------------------------------------------------------------------------- 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 ------------------------------------------------------------------------- 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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