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st: Forecast horizon for IRF and FEVD
From
"Nwoye, Arinze" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Forecast horizon for IRF and FEVD
Date
Fri, 27 Jul 2012 20:18:55 +0000
Hello,
I am using Stata 12.1 and i running a SVAR model. I have run the IRF and FEVD but the problem is STATA only gives me an 8 step ahead forecast regardless of if i change the maximum step ahead forecast in the command.
The command i used for my FEVD and IRF are:
. irf table sfevd, irf(irf) impulse(M2 baserate) response(industrialproduction cpi) step(12)
. irf graph sirf, irf(irf) impulse(baserate M2) response(industrialproduction cpi) ustep(24)
The two commands above do not work. How do i get stata to increase the step ahead forecast for my IRF and FEVD?
Arinze
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