Save results from VAR estimation

[John Bai]

Dear friends, I want to save the results after estimation of VAR.

My code (refer to stata official document) is as below,

use http://www.stata-press.com/data/r15/lutkepohl2
var dln_inv dln_inc dln_consump if qtr<=tq(1978q4), lags(1/2) dfk
irf create irf, step(10) set(myirf1)
irf graph oirf, impulse(dln_inc) response(dln_consump)
irf table oirf, irf(irf) impulse(dln_inc) response(dln_consump)

How could I save the table in a form of dta/csv/xls?

And, how can I compute bootstrapping CI ? Is there a big difference between bootstrapping CI and default set CI in stata? Thank you!!

[Attaullah Shah]

The irf table can be exported to MS Word using asdoc (from SSC).

ssc install asdoc
use http://www.stata-press.com/data/r15/lutkepohl2
var dln_inv dln_inc dln_consump if qtr<=tq(1978q4), lags(1/2) dfk 
irf create irf, step(10) set(myirf1) 
asdoc irf table oirf, irf(irf) impulse(dln_inc) response(dln_consump) replace

[John Bai]

Thank you to Attaullah. And, is it possible to save it in a dta/xls form?

[Attaullah Shah]

Presently, asdoc can export only to MS Word. So you can just copy the table from MS word and paste it into Excel.

[John Bai]

Thank you to Attaullah. It works very well.

[John Bai]

Thank you. But it shows up with many blank rows. Is it possible to delete the gaps using your package?

[Attaullah Shah]

The internal routine in the asdoc used for parsing this type of output is a generic one. It tries to process almost all kind of outputs from Stata results. Therefore, the results largely depend on how the Stata reports the results in the Results Window.