Programming the statistical procedures from SAS

to print the impulse response in varmax

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to print the impulse response in varmax

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.


Grand Advisor
Posts: 16,908

Re: to print the impulse response in varmax

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;

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