VAR vs REG and including LAG 0

[Vernon Mila]

Hi there,

I had a question about using lag 0 in the VAR command -- in below var command -- how can I have the program run a LAG 0 (contemporaneous) on variable "DinfBrazilPS"

>> var DinfBrazil DinfBrazilPS, lags(1/2), if time>=tm(2008m1)

I tried using below, and it produced nice output -- the only issue is I was hoping to use functions such as IRF, varsoc, varnormal, vargranger etc. and it doesn't work with "reg"

>> reg DinfBrazil L(1/2).DinfBrazil DinfBrazilPS L(1/2).DinfBrazilPS if time>=tm(2008m1), r

Any suggestions on how to do this with VAR?


Thanks!