Help using Base SAS procedures

Can proc VARMAX output the cumulative Orthogonalized IRFs?

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Can proc VARMAX output the cumulative Orthogonalized IRFs?

I check the SAS manual and there are three of them: simple, accumulative and orthogonal. Based on my understanding, the cummulative IRF is the cumulant of the simple IRFs. Can SAS output the cumulative Orthogonalized IRFs as well?

 

Another question is about the computation of the standard errors of the IRFs, my understanding is that SAS use the delta method to do it. It is straightforward for the simple irfs. For the orthogonalized IRFs, how do we calculated the STD for the P matrix, i.e., the cholesky decomposition of the variance of residuals?

 

Thanks

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