Panel VAR IRFs question

[Ema Davies]

Hello,

I have a question about impulse responses. I am estimating a simple panel VAR:

pvar fin_shock cash lev empl, lags(1) level(90) fod
pvarstable
pvarirf, oirf mc(200) byoption(yrescale) porder(fin_shock cash lev empl)

However, I do not know how the estimated IRFs are stored in Stata. Do you know how I could save the IRFs? Thank you for your help.

[Ema Davies]

resolved.

[Andrew Musau]

You should post your solution to help others that may have the same problem in the future.

[Ema Davies]

You should post your solution to help others that may have the same problem in the future.

Yes, thanks for reminding me!

The IRFs can be saved by simply adding save(name of the file) at the end of pvarirf line

pvar fin_shock cash lev empl, lags(1) level(90) fod
pvarstable
pvarirf, oirf mc(200) byoption(yrescale) porder(fin_shock cash lev empl) save(irf_data)

[Andrew Musau]

Thanks for the closure.