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st: Forecast horizon for IRF and FEVD


From   "Nwoye, Arinze" <A.V.Nwoye@warwick.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Forecast horizon for IRF and FEVD
Date   Fri, 27 Jul 2012 20:18:55 +0000

Hello,

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?

Arinze

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