Print the base projection values

Questions and discussions on Vector Autoregressions
rafaeldfcosta
Posts: 1
Joined: Wed Apr 27, 2011 9:40 am

Print the base projection values

Unread post by rafaeldfcosta »

Hi Tom,
I would like to know how I can print the base projection values of my VAR. In other words, I am performing a historical decomposition and can get the graphs for a specific period to work but can't print the values generated by my VAR for that period. What command should I use? I appreciate any help with this,
Thanks,
Rafael
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Print the base projection values

Unread post by TomDoan »

rafaeldfcosta wrote:Hi Tom,
I would like to know how I can print the base projection values of my VAR. In other words, I am performing a historical decomposition and can get the graphs for a specific period to work but can't print the values generated by my VAR for that period. What command should I use? I appreciate any help with this,
Thanks,
Rafael
If you look at HISTORY.RPF, the base projections are in HISTORY(1,J) as J goes from 1 to the number of variables. So you can just do a PRINT or COPY on those. For instance:

Code: Select all

print / history(1,1) history(1,2) history(1,3) history(1,4) history(1,5) history(1,6)
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