Impulse Response Structural MA model

Questions and discussions on Vector Autoregressions
guille
Posts: 2
Joined: Thu Jan 28, 2010 10:44 am

Impulse Response Structural MA model

Unread post by guille »

Hello, I´m a RATS novice. I´m working with impulse response functions in a cointegrated VAR model. The structural MA model shows you the graphs but not the tables. I need the values of the impulse response functions in order to find out the magnitude of the responses.

thankyou very much.
Guillermo
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Impulse Response Structural MA model

Unread post by TomDoan »

I assume you're using CATS. The output described on pp 92 and 93 of the CATS manual doesn't have the information you need?
guille
Posts: 2
Joined: Thu Jan 28, 2010 10:44 am

Re: Impulse Response Structural MA model

Unread post by guille »

Thankyou very much for your prompt reply. I´m using CATs, the output hepls but, I think, doesnt have the information for every period. I´ll have do it "manually".

thankyou!!
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