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st: Re: Help with Stata IRF

From   Kit Baum <>
Subject   st: Re: Help with Stata IRF
Date   Thu, 22 Feb 2007 13:02:53 -0500

Actually the answer is surprisingly simple:

webuse lutkepohl,clear
var dlinvestment dlincome dlconsumption
irf create test, set(myirf)
use myirf.irf

See 'technical aspects of irf files' on [ts] p.125-126. Despite the name myirf.irf, this is a Stata data file, and you can work with it just like any other.


Kit Baum, Boston College Economics
An Introduction to Modern Econometrics Using Stata:

On Feb 22, 2007, at 12:30 PM, wrote:

Hi Prof. Baum,

My name is Yingzhe Zhao, a senior math-econ student at Wesleyan University
in Connecticut. I am working on my thesis project, which implements a
historical decomposition procedure in Stata. I have been having troubles
with obtaining the IRF coefficients from Stata. Having consulted all the
relevant manuals, it is still not clear to me how I could retrieve the
coefficients after the IRF command, from the saved results, instead of
hard-coding them. It seems that after IRF, there are some saved macros
such as r(keyN), but I don't know how to read these information.

I have been benefiting a lot from your online resources on the usage of
Stata. Would really appreciate it if you could give me some insights on
this problem, which has disrupted my progress for almost two weeks.

Thank you so much for your time. Looking forward to your reply.


Yingzhe Zhao
Class of 2007
Wesleyan University
Cell: (860)8309135

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