Print coeffs of a VAR model

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lali62
Posts: 21
Joined: Wed Mar 22, 2017 7:04 pm

Print coeffs of a VAR model

Unread post by lali62 »

How do I see the coeffs of a varmodel and its dimensions
Lets say I have have a varmodel with 6 variables and 12 lags, I expect the coeff matrix to be of dimension 72 * 6

I then pass another coeff matrix into the varmodel as
compute %modelsetcoeffs(varmodel,betadraw)

I want to again print and see the coeffs of the varmodel as I pass this modified varmodel into irf and want to make sure it shows betadraw
impulse(noprint,model=varmodel,results=impulses,steps=nstep)
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Print coeffs of a VAR model

Unread post by TomDoan »

The companion to %modelsetcoeffs is %modelgetcoeffs.

disp %modelgetcoeffs(varmodel)

will give you what you want.
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