Programming the statistical procedures from SAS

Proc VARMAX: Type of shock & Restricting response to impulse

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Proc VARMAX: Type of shock & Restricting response to impulse

Hi all,

I am trying to print the impulse response function using Varmax. I used the following codes

proc varmax data=dataT2 plot=impulse;

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

run;


I have following doubts:

  1. 1. While referring to SAS/ETS(R) 9.22 User's Guide, I do not understand how to know the response of Y2 to a "positive" shock in Y1?
  2. 2. I am not sure if the 'RESTRICT' statement can be used to restrict the response of Y2 to a shock in Y1 (say zero or positive restriction)

Thanks in advance!

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