var_postestimation.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 28mar2005}{...}
{cmd:help var postestimation}{right:dialog:  {bf:{dialog var_p:predict}}}
{right:also see:  {helpb var}{space 4}}
{hline}

{title:Title}

{p2colset 5 32 34 2}{...}
{p2col:{hi:[TS] var postestimation} {hline 2}}Postestimation tools for var{p_end}
{p2colreset}{...}


{title:Description}

{pstd}
The following postestimation commands are of special interest after {opt var}:

{synoptset 15}{...}
{synopt:command}description{p_end}
{synoptline}
{synopt:{helpb fcast compute}}obtain dynamic forecasts{p_end}
{synopt:{helpb fcast graph}}graph dynamic forecasts obtained from {cmd:fcast compute}{p_end}
{synopt:{helpb irf}}create and analyze IRFs and FEVDs{p_end}
{synopt:{helpb vargranger}}Granger causality tests{p_end}
{synopt:{helpb varlmar}}LM test for autocorrelation in residuals{p_end}
{synopt:{helpb varnorm}}test for normally distributed residuals{p_end}
{synopt:{helpb varsoc}}lag-order selection criteria{p_end}
{synopt:{helpb varstable}}check stability condition of estimates{p_end}
{synopt:{helpb varwle}}Wald lag-exclusion of statistics{p_end}
{synoptline}
{p2colreset}{...}

{pstd}
The following standard postestimation commands are available:

{synoptset 15}{...}
{synopt:command}description{p_end}
{synoptline}
INCLUDE help post_estat
INCLUDE help post_estimates
INCLUDE help post_lincom
INCLUDE help post_linktest
INCLUDE help post_nlcom
{p2col :{helpb var postestimation##predict:predict}}predictions, residuals, influence statistics, and other diagnostic measures{p_end}
INCLUDE help post_predictnl
INCLUDE help post_test
INCLUDE help post_testnl
{synoptline}
{p2colreset}{...}


{marker predict}{...}
{title:Syntax for predict}

{p 8 16 2}
{cmd:predict}
{dtype}
{newvar}
{ifin}
[{cmd:,} {opt eq:uation(eqno|eqname)} {it:statistic}]	

{synoptset 15}{...}
{synopthdr:statistic}
{synoptline}
{synopt:{opt xb}}linear prediction; the default{p_end}
{synopt:{opt stdp}}standard error of the linear prediction{p_end}
{synopt:{opt r:esiduals}}residuals{p_end}
{synoptline}
{p2colreset}{...}
INCLUDE help esample


{title:Options for predict}

{phang}
{opt equation(eqno|eqname)} specifies the equation to which you are referring.

{pmore}
    {opt equation()} is filled in with one {it:eqno} or {it:eqname} for
    options {opt xb}, {opt stdp}, and {opt residuals}.  For example, 
    {cmd:equation(#1}) would mean the calculation is to be made for the first
    equation, {cmd:equation(#2)} would mean the second, and so on.
    Alternatively, you could refer to the equation by its name,
    thus {cmd:equation(income)} would refer to the equation named income and
    {cmd:equation(hours)} to the equation named hours.

{pmore}
    If you do not specify {opt equation()}, the results are the same as if you
    specified {cmd:equation(#1)}.

{phang}
{opt xb}, the default, calculates the fitted values for the specified equation.

{phang}
{opt stdp} calculates the standard error of the linear prediction for the
specified equation.

{phang}
{opt residuals} calculates the residuals.

{pstd}
For more information on using {opt predict} after multiple-equation
estimation commands, see {helpb predict}.


{title:Examples}

{phang}{cmd:. var dlinvestment dlincome dlconsumption, lags(1/4)}{p_end}
{phang}{cmd:. varnorm}{p_end}
{phang}{cmd:. varsoc}{p_end}
{phang}{cmd:. irf create myirfs, set(results, replace) bs reps(100)}{p_end}
{phang}{cmd:. irf graph coirf}{p_end}
{phang}{cmd:. predict dlconshat, xb equation(#3)}{p_end}


{title:Also see}

{psee}
Manual:  {bf:[TS] var postestimation}

{psee}
Online:  
{helpb var};{break}
{helpb fcast compute},
{helpb fcast graph},
{helpb irf}, 
{helpb estimates},
{helpb lincom},
{helpb lrtest},
{helpb nlcom},
{helpb predictnl},
{helpb test}, 
{helpb testnl},
{helpb vargranger},
{helpb varlmar},
{helpb varnorm},
{helpb varsoc},
{helpb varstable},
{helpb varwle}
{p_end}