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Re: st: Impulse Response analysis


From   Merijn Groenenboom <m.groenenboom@students.uu.nl>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Impulse Response analysis
Date   Fri, 5 Aug 2011 12:36:31 +0200

Thanks for the help Muhammed!

Its clear for me how to copy the graphs now.
However I still do not understand how I can get only the graphs on the
relation between the yvariable and all different xvariables.
For the moment I also also get the graphs from the xvariables on the
xvariables, what leads to a big mess in my thesis.
But if I regress the xvariables on the yvariables seperately, I do not
controll for the other x variables. So i think I can not do that.
Do you know how I can get only the graphs relevant to the yvariable?
What command should I use?

thanks in advance!

2011/8/5 Muhammad Anees <anees@aneconomist.com>:
> -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
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
>> *   http://www.stata.com/support/statalist/faq
>> *   http://www.ats.ucla.edu/stat/stata/
>>
>
>
>
> --
>
>
> Regards
>
> Anees
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>

*
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