📄 irf_table.hlp
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{smcl}
{* 16feb2005}{...}
{cmd:help irf table}{right:dialog: {bf:{dialog irf_table:irf table}}}
{hline}
{title:Title}
{p2colset 5 23 25 2}{...}
{p2col:{hi:[TS] irf table} {hline 2}}Create tables of impulse-response
functions and FEVDs{p_end}
{p2colreset}{...}
{title:Syntax}
{p 8 15 2}
{cmd:irf} {opt t:able}
[{it:{help irf table##stat:stat}}]
[{cmd:,} {it:{help irf_table##options:options}}]
{marker stat}{...}
INCLUDE help _irf_stats
{p 4 6 2}If {it:stat} are not specified, all statistics are included,
unless option {cmd:nostructural} is also specified, in which case {cmd:sirf}
and {cmd:sfevd} are excluded.{p_end}
{marker options}{...}
{synoptset 29 tabbed}{...}
{synopthdr}
{synoptline}
{syntab:Main}
{synopt:{opt s:et(filename)}}make {it:filename} active{p_end}
{synopt:{opt ir:f(irfnames)}}use {it:irfnames} IRF result sets{p_end}
{synopt:{cmdab:i:mpulse(}{it:endogvars}{cmd:)}}use {it:endogvars} as impulse
variables{p_end}
{synopt:{opt r:esponse(endogvars)}}use {it:endogvars} as response
variables{p_end}
{synopt:{opt in:dividual}}make an individual table for each result set{p_end}
{synopt:{cmdab:ti:tle("}{it:text}{cmd:")}}use {it:text} for overall table
title {p_end}
{syntab:Options}
{synopt:{opt l:evel(#)}}set confidence level; default is {cmd:level(95)}{p_end}
{synopt:{opt noci}}suppress confidence intervals{p_end}
{synopt:{opt std:error}}include standard errors in the tables{p_end}
{synopt:{opt nostr:uctural}}suppress {opt sirf} and {opt sfevd} from the
default list of statistics {p_end}
{synopt:{opt st:ep:(#)}}override common maximum step{p_end}
{synoptline}
{p2colreset}{...}
{title:Description}
{pstd}
{opt irf table} makes a table from the specified IRF results.
{pstd}
The rows of the tables are the time since impulse. Each column represents a
combination of {opt impulse()} variable and {opt response()} variable for a
{it:stat} from the {opt irf()} results.
{title:Options}
{dlgtab:Main}
{phang}
{opt set(filename)} specifies the file to be made active; see
{helpb irf set}. If {opt set()} is not specified, the active file is used.
{pmore}
Note that all results are obtained from a single IRF file.
If you have results in different files that you want in a single
table, use {helpb irf add} to copy results into a single file.
{phang}
{cmd:irf(}{it:irfnames}{cmd:)} specifies the IRF result sets
to be used. If {opt irf()} is not specified, all the results in the
active IRF file are used. (Files often contain just one set of IRF
results, stored under a single {it:irfname}; in that case, those results
are used. When there are multiple IRF results, you may also wish to
specify option {opt individual}.)
{phang}
{cmd:impulse(}{it:endogvars}{cmd:)} specifies the impulse
variables for which the statistics are to be reported. If {opt impulse()}
is not specified, each endogenous variable, in turn, is used.
{phang}
{opt response(endogvars)} specifies the response
variables for which the statistics are to be reported.
If {opt response()} is not specified, each endogenous variable, in turn,
is used.
{phang}
{opt individual} specifies that each set of IRF results be placed in
its own table, with its own title and footer. By default, {opt irf table}
places all the IRF results in a single table with one title and
one footer. {opt individual} may not be combined with {opt title()}.
{phang}
{cmd:title("}{it:text}{cmd:")} specifies a title for the overall table.
{dlgtab:Options}
{phang}
{opt level(#)} specifies the default confidence level, as a
percentage, for confidence intervals, when they are reported. The default
is {cmd:level(95)} or as set by {helpb set level}.
{phang}
{opt noci} suppresses reporting of the confidence intervals for each statistic.
{opt noci} is the default when the model was fitted by {helpb vec}
because no confidence intervals were estimated.
{phang}
{opt stderror} specifies that standard errors for each statistic also be
included in the table.
{phang}
{opt nostructural} specifies that {it:stat}, when not specified,
exclude {opt sirf} and {opt sfevd}.
{phang}
{opt step(#)} specifies the maximum step horizon for all
tables. If {opt step()} is not specified, each table is constructed
using all steps available.
{title:Examples}
{phang}{cmd:. irf table sfevd fevd, impulse(dlincome) noci std}{p_end}
{phang}{cmd:. irf table sfevd fevd, impulse(dlincome) individual}{p_end}
{title:Also see}
{psee}
Manual: {bf:[TS] irf table}
{psee}
Online:
{helpb svar},
{helpb var},
{helpb varbasic},
{helpb vec};
{helpb irf add},
{helpb irf cgraph},
{helpb irf create},
{helpb irf ctable},
{helpb irf describe},
{helpb irf drop},
{helpb irf graph},
{helpb irf ograph},
{helpb irf rename},
{helpb irf set}
{p_end}
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