Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: IRF: negative innovation (again)
From
Karlygash Kuralbayeva <[email protected]>
To
[email protected]
Subject
st: IRF: negative innovation (again)
Date
Mon, 21 May 2012 21:13:01 +0100
Hello all,
I am sorry if I am asking the same question that had been asked a few
years ago. I just wonder if someone has a more detailed answer to
this.
I want to create a IRF for a negative shock after svar estimation. It
is a linear model, so the IRF must be scaling of the standard +1
\sigma shock from the reported IRF, in other words -1*IRF. How can I
implement it in Stata? I have the following commands that produce IRF
for a positive
shock:
svar x y z, aeq(A) beq(B) lags(1/4)
irf create order5, step(20) set(myirf)
irf graph sirf, irf(order5) impulse(x) response(y)
many thanks for your help.
*
* 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/