Diego,
The last message was somehow truncated. The step size
in the command is the number of period over which you wish
to generate the IRF or OIRF.
Robert
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
CV: http://homepages.nyu.edu/~ray1/vita.pdf
----- Original Message -----
From: Robert A Yaffee <[email protected]>
Date: Monday, April 6, 2009 4:57 pm
Subject: Re: st: What size impulse in VAR/VEC irf/oirf?
To: [email protected]
> wish to generate your IRF.
> -Robert
>
>
> Robert A. Yaffee, Ph.D.
> Research Professor
> Silver School of Social Work
> New York University
>
>
> Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
>
> CV: http://homepages.nyu.edu/~ray1/vita.pdf
>
> ----- Original Message -----
> From: Diego Navarro <[email protected]>
> Date: Monday, April 6, 2009 12:38 pm
> Subject: st: What size impulse in VAR/VEC irf/oirf?
> To: [email protected]
>
>
> > One thing I can't seem to find in any documentation -- what's the size
> > of the impulse when calculating IRFs and OIRFs via <irf create,
> > step(x)>? That is, what does it mean, when the first-period OIRF is
> > 0.4, for example?
> >
> >
> > --
> > Diego Navarro
> > FGV Projetos
> > 2559-5620
> >
> > [GB/M/U/AT d?(++)>$ s-: a- C++++ U* P L+(-) E--- W+++ NoK- w--- M++>$
> > PS+$ PE@$ Y+ PG Pt- X tv b+++ DI+++ DG e+++ h!(+) r++ y+(*)]
> >
> > *
> > * 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/
>
> *
> * 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/
*
* 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/
