var_intro.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}
{* 07mar2005}{...}
{cmd:help var intro}
{hline}

{title:Title}

{p2colset 5 23 25 2}{...}
{p2col :{hi:[TS] var intro} {hline 2}}Introduction to vector autoregression models{p_end}
{p2colreset}{...}


{title:Description}

{pstd}
Stata has a suite of commands for fitting, forecasting, interpreting, and
performing inference on vector autoregressions (VARs) and structural vector
autoregressions (SVARs).  The suite includes several commands for estimating
and interpreting impulse-response functions (IRFs) and forecast-error variance
decompositions (FEVDs).  The table below describes the available commands.


    {title:Fitting a VAR or SVAR}

{p2colset 5 22 27 2}{...}
{p2col:{helpb var}}Fit vector autoregression models{p_end}
{p2col:{helpb svar}}Fit structural vector autoregression models{p_end}
{p2col:{helpb varbasic}}Fit a simple VAR and graph impulse-response functions{p_end}

    {title:Model diagnostics and inference}

{p2col:{helpb varstable}}Check the stability condition of VAR or SVAR estimates{p_end}
{p2col:{helpb varsoc}}Obtain lag-order selection statistics for VARs and VECMs{p_end}
{p2col:{helpb varwle}}Obtain Wald lag-exclusion statistics after {cmd:var} or {cmd:svar}{p_end}
{p2col:{helpb vargranger}}Perform pairwise Granger causality tests after {cmd:var} or {cmd:svar}{p_end}
{p2col:{helpb varlmar}}Obtain LM statistics for residual autocorrelation after {cmd:var} or {cmd:svar}{p_end}
{p2col:{helpb varnorm}}Test for normally distributed disturbances after {cmd:var} or {cmd:svar}{p_end}

    {title:Forecasting after fitting a VAR or SVAR}

{p2col:{helpb fcast compute}}Compute dynamic forecasts of dependent variables after {cmd:var}, {cmd:svar}, {cmd:vec}{p_end}
{p2col:{helpb fcast graph}}Graph forecasts of dependent variables computed by {cmd:fcast compute}{p_end}

    {title:Working with IRFs and FEVDs}

{p2col:{helpb irf}}Create and analyze IRFs and FEVDs{p_end}
{p2colreset}{...}


{title:Also see}

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

{psee}
Online:  
{helpb fcast compute},
{helpb fcast graph},
{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},
{helpb irf table},
{helpb svar}, 
{helpb var},
{helpb vargranger},
{helpb varlmar},
{helpb varnorm},
{helpb varsoc},
{helpb varstable},
{helpb varwle}
{p_end}