文件列表:

pvarstable.ado (3937, 2014-07-17)
pvarstable.sthlp (2540, 2014-07-02)
pvar2.ado (7692, 2014-04-08)
pvar2.sthlp (7650, 2014-07-02)
pvargranger.ado (2438, 2014-04-11)
pvargranger.sthlp (1437, 2014-07-02)
pvarirf.ado (7742, 2014-04-11)
pvarirf.sthlp (2775, 2014-07-02)
pvarsoc.ado (3070, 2014-04-01)
pvarsoc.sthlp (3464, 2014-07-02)

/* NOTE This example uses follows that in the official Stata suite of time-series VAR packages estimated using the beta panel VAR suite. */ webuse lutkepohl2, clear gen id = 1 xtset id qtr global var dln_inv dln_inc dln_consump * Lag-order selection varsoc $var pvarsoc $var * VAR estimation var $var estimates store estvar pvar2 $var, fod lags(2) estimates store estpvar estimates table estvar estpvar, se * VAR stability estimates restore estvar varstable, graph estimates restore estpvar pvarstable, graph * Granger-causality vargranger, est(estvar) pvargranger, est(estpvar) * IRF estimation estimates restore estvar tempname irfv irfvset irf create `irfv', step(10) set(`irfvset', replace) irf graph oirf, byopts(yrescale) pvarirf, oirf porder($var) iter(100) dots step(10)

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