## Stata 15 help for irf graph

```
[TS] irf graph -- Graphs of IRFs, dynamic-multiplier functions, and FEVDs

Syntax

irf graph stat [, options]

stat            Description
-----------------------------------------------------------------------
Main
irf             impulse-response function
oirf            orthogonalized impulse-response function
dm              dynamic-multiplier function
cirf            cumulative impulse-response function
coirf           cumulative orthogonalized impulse-response function
cdm             cumulative dynamic-multiplier function
fevd            Cholesky forecast-error variance decomposition
sirf            structural impulse-response function
sfevd           structural forecast-error variance decomposition
-----------------------------------------------------------------------
Notes: (1) No statistic may appear more than once.
(2) If confidence intervals are included (the default), only two
statistics may be included.
(3) If confidence intervals are suppressed (option noci), up to
four statistics may be included.

options                             Description
-------------------------------------------------------------------------
Main
set(filename)                     make filename active
irf(irfnames)                     use irfnames IRF result sets
impulse(impulsevar)               use impulsevar as impulse variables
response(endogvars)               use endogenous variables as response
variables
noci                              suppress confidence bands
level(#)                          set confidence level; default is
level(95)
lstep(#)                          use # for first step
ustep(#)                          use # for maximum step

individual                        graph each combination individually
iname(namestub [, replace])       stub for naming the individual graphs
isaving(filenamestub [, replace]) stub for saving the individual graphs
to files

Plots
plot#opts(cline_options)          affect rendition of the line plotting
the # stat

CI plots
ci#opts(area_options)             affect rendition of the confidence
interval for the # stat

Y axis, X axis, Titles, Legend, Overall
twoway_options                    any options other than by()
documented in [G-3] twoway_options
byopts(by_option)                 how subgraphs are combined, labeled,
etc.
-------------------------------------------------------------------------

Statistics > Multivariate time series > IRF and FEVD analysis > Graphs by
impulse or response

Description

irf graph graphs impulse-response functions (IRFs), dynamic-multiplier
functions, and forecast-error variance decompositions (FEVDs) over time.

Options

+------+
----+ Main +-------------------------------------------------------------

set(filename) specifies the file to be made active; see [TS] irf set.  If
set() is not specified, the active file is used.

irf(irfnames) specifies the IRF result sets to be used.  If irf() is not
specified, each of the results in the active IRF file is used.
(Files often contain just one set of IRF results saved under one
irfname; in that case, those results are used.)

impulse(impulsevars) and response(endogvars) specify the impulse and
response variables.  Usually one of each is specified, and one graph
is drawn.  If multiple variables are specified, a separate subgraph
is drawn for each impulse-response combination.  If impulse() and
response() are not specified, subgraphs are drawn for all
combinations of impulse and response variables.

impulsevar should be specified as an endogenous variable for all
statistics except dm or cdm; for those, specify as an exogenous
variable.

noci suppresses graphing the confidence interval for each statistic.
noci is assumed when the model was fit by vec because no confidence
intervals were estimated.

level(#) specifies the default confidence level, as a percentage, for
confidence intervals, when they are reported.  The default is
level(95) or as set by set level.  Also see [TS] irf cgraph for a
graph command that allows the confidence level to vary over the
graphs.

lstep(#) specifies the first step, or period, to be included in the
graphs.  lstep(0) is the default.

ustep(#), # > 1, specifies the maximum step, or period, to be included in
the graphs.

+----------+

individual specifies that each graph be displayed individually.  By
default, irf graph combines the subgraphs into one image.  When
individual is specified, byopts() may not be specified, but the
isaving() and iname() options may be specified.

iname(namestub [, replace]) specifies that the ith individual graph be
stored in memory under the name namestubi, which must be a valid
Stata name of 24 characters or fewer.  iname() may be specified only
with the individual option.

isaving(filenamestub [, replace]) specifies that the ith individual graph
should be saved to disk in the current working directory under the
name filenamestubi.gph.  isaving() may be specified only when the
individual option is also specified.

+-------+
----+ Plots +------------------------------------------------------------

plot1opts(cline_options), ..., plot4opts(cline_options) affect the
rendition of the plotted statistics (the stat).  plot1opts() affects
the rendition of the first statistic; plot2opts(), the second; and so
on.  cline_options are as described in [G-3] cline_options.

+----------+
----+ CI plots +---------------------------------------------------------

ci1opts(area_options) and ci2opts(area_options) affect the affect the
rendition of the confidence intervals for the first (ci1opts()) and
second (ci2opts()) statistics in stat.  area_options are as described
in [G-3] area_options.

+-----------------------------------------+
----+ Y axis, X axis, Titles, Legend, Overall +--------------------------

twoway_options are any of the options documented in [G-3] twoway_options,
excluding by().  These include options for titling the graph (see
[G-3] title_options) and for saving the graph to disk (see [G-3]
saving_option).  The saving() and name() options may not be combined
with the individual option.

byopts(by_option) is as documented in [G-3] by_option and may not be
specified when individual is specified.  byopts() affects how the
subgraphs are combined, labeled, etc.

Examples

Setup
. webuse lutkepohl2

Fit vector error-correction model
. var dln_inv dln_inc dln_consump if qtr<=tq(1978q4), lags(1/2) dfk

Estimate IRFs and FEVDs and save under order1 in myirf1
. irf create order1, step(10) set(myirf1, replace)

Graph the orthogonalized impulse-response function, using dln_inc as the
impulse variable and dln_consump as the response variable
. irf graph oirf, impulse(dln_inc) response(dln_consump)

Same as above, but use 1 for the first step
. irf graph oirf, impulse(dln_inc) response(dln_consump) lstep(1)

Stored results

irf graph stores the following in r():

Scalars
r(k)           number of graphs

Macros
r(stats)       statlist
r(irfname)     resultslist
r(impulse)     impulselist
r(response)    responselist
r(plot#)       contents of plot#opts()
r(ci)          level applied to confidence intervals or noci
r(ciopts#)     contents of ci#opts()
r(byopts)      contents of byopts()
r(saving)      supplied saving() option
r(name)        supplied name() option
r(individual)  individual or blank
r(isaving)     contents of saving()
r(iname)       contents of name()
r(subtitle#)   subtitle for individual graph #

```