Impulse Response Structural MA model
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guille
- Posts: 2
- Joined: Thu Jan 28, 2010 10:44 am
Impulse Response Structural MA model
Hello, I´m a RATS novice. I´m working with impulse response functions in a cointegrated VAR model. The structural MA model shows you the graphs but not the tables. I need the values of the impulse response functions in order to find out the magnitude of the responses.
thankyou very much.
Guillermo
thankyou very much.
Guillermo
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TomDoan
- Posts: 7826
- Joined: Wed Nov 01, 2006 4:36 pm
Re: Impulse Response Structural MA model
I assume you're using CATS. The output described on pp 92 and 93 of the CATS manual doesn't have the information you need?
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guille
- Posts: 2
- Joined: Thu Jan 28, 2010 10:44 am
Re: Impulse Response Structural MA model
Thankyou very much for your prompt reply. I´m using CATs, the output hepls but, I think, doesnt have the information for every period. I´ll have do it "manually".
thankyou!!
thankyou!!