Print coeffs of a VAR model
Posted: Thu Aug 01, 2019 7:38 pm
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)
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)