Graphing IRFs

[umee]

Using VARIRF, how can I stipulate which shock to graph and how do I label each (single) response? I want each shock on a single page so I use page=one, but when I do that the labels go away and I get 64 (8 variables) graphs. I would like to be able to only graph shocks for, say, variable 4 and I need the graphs to be labeled.

@VARIRF(model=varmodel, varlabels=implabel, page=one,steps=20)

[TomDoan]

@VARIRF is just a wrapper around an IMPULSE instruction to do some standard organization of graphs. If you're just looking for certain IRF's at the point estimates, just do the IMPULSE and graph the ones that you want using separate GRAPH instructions. The following, for instance, would do separate pages with the responses of variable 4 to each of 8 shocks (assuming, as in IMPULSES.RPF, that you've put the results of the IMPULSES instruction into IMPBLK and put long labels for the shocks and variables into IMPLABEL):

Code: Select all

do i=4,4
   do j=1,8
     compute header="Plot of responses of "+implabel(i)+" to "+implabel(j)
     graph(header=header,number=0)
     # impblk(i,j)
   end do j
end do i