varbasic.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}
{* 29mar2005}{...}
{cmd:help varbasic}{right:dialog:  {bf:{dialog varbasic}}{space 15}}
{right:also see:  {help varbasic postestimation}}
{hline}

{title:Title}

{p2colset 5 22 24 2}{...}
{p2col:{hi:[TS] varbasic} {hline 2}}Fit a simple VAR and graph
impulse-response functions{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 17 2}
{cmd:varbasic}
{depvarlist}
{ifin}
[{cmd:,} {it:options}]

{synoptset 17 tabbed}{...}
{synopthdr}
{synoptline}
{syntab:Main}
{synopt:{opth la:gs(numlist)}}use {it:numlist} lags in the model; default is {cmd:lags(1 2)}
{p_end}
{synopt:{opt i:rf}}produce matrix graph of IRFs{p_end}
{synopt:{opt f:evd}}produce matrix graph of FEVDs{p_end}
{synopt:{opt nog:raph}}do not produce a graph{p_end}
{synopt:{opt s:tep(#)}}set forecast horizon {it:#} for estimating the IRFs,
OIRFs, and FEVDs; default is {cmd:step(8)} {p_end}
{synoptline}
{p2colreset}{...}
{p 4 6 2}
You must {helpb tsset} your data before using {opt varbasic}.{p_end}
{p 4 6 2}
{it:depvarlist} may contain time-series operators; see {help tsvarlist}.{p_end}
{p 4 6 2}
{opt by}, {opt rolling}, {opt statsby}, and {opt xi} may be used with
{opt varbasic}; see {help prefix}.{p_end}
{p 4 6 2}See {help varbasic postestimation} for features available after
estimation.{p_end}


{title:Description}

{pstd}
{opt varbasic} fits a basic vector autoregressive (VAR) model and graphs
the impulse-response functions (IRFs), the orthogonalized impulse-response
functions (OIRFs), or the forecast-error variance decompositions (FEVDs).


{title:Options}

{dlgtab:Main}

{phang}
{opth lags(numlist)} specifies the lags to be included in the model.
The default is {cmd:lags(1 2)}.  Note that this option takes a numlist
and not simply an integer for the maximum lag.  For instance, {cmd:lags(2)}
would include only the second lag in the model, whereas {cmd:lags(1/2)} would
include both the first and second lags in the model.
See {it:{help numlist}} and {bf:[U] 13.8 Time-series operators}
for a further discussion of numlists and lags.

{phang}
{opt irf} causes {opt varbasic} to produce a matrix graph of the
IRFs instead of a matrix graph of the OIRFs, which is produced by
default.

{phang}
{opt fevd} causes {opt varbasic} to produce a matrix graph of the
FEVDs instead of a matrix graph of the OIRFs, which is produced by
default.

{phang}
{opt nograph} specifies that no graph be produced.  The IRFs, OIRFs
and FEVDs are still estimated and saved in the IRF file {opt _varbasic.irf}.

{phang}
{opt step(#)} specifies the forecast horizon for estimating the
IRFs, OIRFs, and FEVDs.  The default is 8 periods.


{title:Examples}

{phang}{cmd:. varbasic dlinvestment dlincome dlconsumption}{p_end}

{phang}{cmd:. varbasic dlinv dlinc dlcons if qtr<=q(1978q4), fevd}{p_end}

{phang}{cmd:. varbasic dlinv dlinc dlcons if qtr<=q(1978q4), lags(1/4)}{p_end}


{title:Also see}

{psee}
Manual:  {bf:[TS] varbasic}

{psee}
Online:  {help varbasic postestimation};{break}
{helpb arch},
{helpb arima},
{helpb irf_create},
{helpb reg3},
{helpb regress},
{helpb sureg},
{helpb svar},
{helpb tsset},
{helpb var}
{p_end}