Combining IRFs

Questions and discussions on Vector Autoregressions
umee
Posts: 22
Joined: Sat Mar 05, 2016 5:39 pm

Combining IRFs

Unread post by umee »

I have two sets of results, one set using Uhlig's sign-restriction approach, and the other using the recursive approach. How do I graph both sets of IRFs on a single graph?

I use MCGraphIRF in both scenarios.
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Combining IRFs

Unread post by TomDoan »

Use @MCPROCESSIRF to get the results into separate blocks of series and set up the graphs that you want.
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