topic to print the impulse response in varmax in Statistical Procedures

to print the impulse response in varmax

lonelystone — Tue, 15 Apr 2014 00:01:17 GMT

Hi all,

Now I am trying to print the impuse response function in Varmax. I used the following codes

proc varmax data=dataT2 plot=impulse;

model y1 y2 = / p=1 lagmax=12 print=(impulsx=(all) estimates);

run;

But the results only print the graphs of the impulse response but do not print the number results.

This is different from what is shown in the instruction.

I need the results since I do not like the default plot and would like to plot it using other softwares.

Could some one help?

Cheers.

Reeza — Tue, 15 Apr 2014 01:30:18 GMT

You misspelled impulse.

Check the log and see if it works when spelled correctly.

proc iml;

sig = {1.0 0.5, 0.5 1.25};

phi = {1.2 -0.5, 0.6 0.3};

call varmasim(y,phi) sigma = sig n = 100 seed = 46859;

cn = {'y1' 'y2'};

create a from y[colname=cn];

append from y;

run;;

ods table simpleImpulse=SampleOut;

proc varmax data=a;

model y1 y2 / p=1 lagmax=3

print=(impulse covpe(5) decompose(5));

run;