Zhou,
The code below reproduces some examples:
clear
set mem 15m
set matsize 130
webuse lutkepohl
qui var dlinvestment dlincome dlconsumption if qtr<=q(1978q4), ///
lags(1/2) dfk
irf cre order1, step(10) set(myirf1,replace)
irf graph oirf, impulse(dlincome) response(dlconsumption)
irf cr order2, step(10) order(dlincome dlinvestment dlconsumption)
irf graph oirf, irf(order1 order2) impulse(dlincome) ///
response(dlconsumption)
irf table oirf, irf(order1 order2) impulse(dlincome) ///
response(dlconsumption)
Gustavo
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of zhou liu
Sent: Friday, January 21, 2005 3:51 PM
To: [email protected]
Subject: st: Graph impulse response function after VAR
Could anybody please tell me how to graph the impulse response funtion
after performing VAR? I tried several commands, none of which works.
Thanks a lot.
Sincerely,
Zhou
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