Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Forecast horizon for IRF and FEVD

From   "Nwoye, Arinze" <>
To   "" <>
Subject   st: Forecast horizon for IRF and FEVD
Date   Fri, 27 Jul 2012 20:18:55 +0000


I am using Stata 12.1 and i running a SVAR model. I have run the IRF and FEVD but the problem is STATA only gives me an 8 step ahead forecast regardless of if i change the maximum step ahead forecast in the command. 
The command i used for my FEVD and IRF are:

. irf table sfevd, irf(irf) impulse(M2 baserate) response(industrialproduction cpi) step(12)
. irf graph sirf, irf(irf) impulse(baserate M2) response(industrialproduction cpi) ustep(24)

The two commands above do not work. How do i get stata to increase the step ahead forecast for my IRF and FEVD?


*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index