MCGraphIRF—Organizing graphs for IRF's in VAR
Posted: Sat Jun 02, 2018 10:11 pm
@MCGRAPHIRF is a procedure for organizing the graphs of impulse responses in a VAR. It is assumed that some form of Monte Carlo analysis or bootstrapping was done to generate a collection of IRF's. By splitting up the tasks of generating those responses (done by some other procedure) and graphing them, this procedure can concentrate on making the graphs look as nice as possible. If you want to format the graphs differently, you can use @MCPROCESSIRF instead, which generates the series of bounds so you can create your own graphs.
Detailed description
Detailed description