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Impulse Response Structural MA model
Posted: Thu Apr 08, 2010 2:21 pm
by guille
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
Re: Impulse Response Structural MA model
Posted: Thu Apr 08, 2010 2:41 pm
by TomDoan
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?
Re: Impulse Response Structural MA model
Posted: Thu Apr 08, 2010 5:12 pm
by guille
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!!