Programming the statistical procedures from SAS

VARMAX - Simulate Impulse Response to Negative Shock of different Size

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VARMAX - Simulate Impulse Response to Negative Shock of different Size

 

 All of the impulse responses that are simulated and printed/plotted are responses to 2 standard deviations positive shocks to each variable.

 

Is there any way to change the sign and the size of the shock that generates the IRF's?

 

For example If I have a VAR of X, Y and Z.

proc varmax data=data plots=all;
	model X Y Z/  minic=(type=SBC p=10) noint lagmax=3 
	print=(estimates impulse=(all));
run;

 

Would give me all types of IRF's for a 2 stdev shocks to each variable.

 

How can I simulate IRF of X, Y and Z to 3 stdev negative shock in X?

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