Print the base projection values

Questions and discussions on Vector Autoregressions

Print the base projection values

Postby rafaeldfcosta » Wed Apr 27, 2011 10:14 am

Hi Tom,
I would like to know how I can print the base projection values of my VAR. In other words, I am performing a historical decomposition and can get the graphs for a specific period to work but can't print the values generated by my VAR for that period. What command should I use? I appreciate any help with this,
Thanks,
Rafael
rafaeldfcosta
 
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Re: Print the base projection values

Postby TomDoan » Thu Apr 28, 2011 10:01 am

rafaeldfcosta wrote:Hi Tom,
I would like to know how I can print the base projection values of my VAR. In other words, I am performing a historical decomposition and can get the graphs for a specific period to work but can't print the values generated by my VAR for that period. What command should I use? I appreciate any help with this,
Thanks,
Rafael


If you look at HISTORY.RPF, the base projections are in HISTORY(1,J) as J goes from 1 to the number of variables. So you can just do a PRINT or COPY on those. For instance:

Code: Select all
print / history(1,1) history(1,2) history(1,3) history(1,4) history(1,5) history(1,6)
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