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Re: st: Impulse Response analysis


From   Muhammad Anees <anees@aneconomist.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Impulse Response analysis
Date   Fri, 5 Aug 2011 08:10:42 +0500

-irf- has the option to show the responses of one variable on the
other. Use it instead of using the general form which gives the IRF
for all the variable at the same time. You can copy your graphs, save
them using stata utilities.

On Thu, Aug 4, 2011 at 12:51 PM, Merijn Groenenboom
<m.groenenboom@students.uu.nl> wrote:
> Dear Statalisters,
>
> I am writing a research about the effect of economic indicators on stock prices.
> Impulse theorem function is one of the tests I want to use.
>
> First of all, I am not sure whether I use the right commands in Stata
> 10 to examine the responses.
> I include all variables in the regression and take the first
> difference, since the variables are only stationary at first
> difference.
> This is what I regress in stata:
>
> vec d.lstp d.lexr d.lsint d.lip d.lur d.lyie d.lm1 d.loil d.lcon
> d.lgold d.ltb d.linf, lags(2)
> irf set vec_eg, replace
> irf create vec_eg, step(10) replace
> irf graph irf
>
> Now I get very very many graphs (also the reponses of the economic
> indicators on each other.
>
> My second question is: What is the best way to copy these graphs to Word.
> They are very small. When I copy them and make them bigger in word the
> quality of the graph is pretty bad.
>
> Thank you.
>
> Merijn G
> *
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> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>



-- 


Regards

Anees

*
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