st: Re: Help with Stata IRF

[Kit Baum <baum@bc.edu>]

Actually the answer is surprisingly simple:

webuse lutkepohl,clear
var dlinvestment dlincome dlconsumption
irf create test, set(myirf)
use myirf.irf
desc
su

See 'technical aspects of irf files' on [ts] p.125-126.  Despite the 
name myirf.irf, this is a Stata data file, and you can work with it 
just like any other.

Kit

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html

On Feb 22, 2007, at 12:30 PM, yzhao01@wesleyan.edu wrote:


> Hi Prof. Baum,
>
> My name is Yingzhe Zhao, a senior math-econ student at Wesleyan 
> University
> in Connecticut.  I am working on my thesis project, which implements a
> historical decomposition procedure in Stata.  I have been having 
> troubles
> with obtaining the IRF coefficients from Stata.  Having consulted all 
> the
> relevant manuals, it is still not clear to me how I could retrieve the
> coefficients after the IRF command, from the saved results, instead of
> hard-coding them.  It seems that after IRF, there are some saved macros
> such as r(keyN), but I don't know how to read these information.
>
> I have been benefiting a lot from your online resources on the usage of
> Stata.  Would really appreciate it if you could give me some insights 
> on
> this problem, which has disrupted my progress for almost two weeks.
>
> Thank you so much for your time.  Looking forward to your reply.
>
> Sincerely,
>
> Yingzhe Zhao
> Class of 2007
> Wesleyan University
> Cell: (860)8309135
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