Diego,
Because the unit impulse is the default, you might consider standardizing your variables and then running an oirf. A simulation is a much more complicated way of generating the proper size impulse with these models.
Regards,
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 9:43 pm
Subject: Re: st: What size impulse in VAR/VEC irf/oirf?
To: [email protected]
> How precisely would I go about specifying a one std.dev impulse? I've
> combed the help files over and over.
>
>
> 2009/4/6 Robert A Yaffee <[email protected]>:
> > 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/
> >
>
>
>
> --
> 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/
