The RATS Software Forum

Hello:

I am estimating a two variable nlsytem. Is there an easy way to generate impulse responses after nlsytem. Thank you for your help.

What type of model? In general, there is no easy way to get impulse responses for a non-linear model since the responses depend upon initial conditions.

I am estimating a multivariate STAR model, adapting straight from this posting of yours: http://www.estima.com/forum/viewtopic.php?f=8&t=2126
This is perhaps not feasible then. Thanks.

It's not simple, since it requires averaging across simulations. But you have to figure out what you want to simulate in the first place. Particularly with transition models, it can make a big difference what the initial conditions are.