安装了pvar2,运行readme文件,到这一步就进行不下去,不知道该怎么解决,求赐教。
文件命令如下:
/* NOTE
This example uses follows that in the official Stata suite of time-series VAR packages
estimated using the beta panel VAR suite.
*/
webuse lutkepohl2, clear
gen id = 1
xtset id qtr
global var dln_inv dln_inc dln_consump
* Lag-order selection
varsoc $var
pvarsoc $var
* VAR estimation
var $var
estimates store estvar
pvar2 $var, fod lags(2)
estimates store estpvar
estimates table estvar estpvar, se
* VAR stability
estimates restore estvar
varstable, graph
estimates restore estpvar
pvarstable, graph
* Granger-causality
vargranger, est(estvar)
pvargranger, est(estpvar)
* IRF estimation
estimates restore estvar
tempname irfv irfvset
irf create `irfv', step(10) set(`irfvset', replace)
irf graph oirf, byopts(yrescale)
pvarirf, oirf porder($var) iter(100) dots step(10)