___ ____ ____ ____ ____(R) /__ / ____/ / ____/ ___/ / /___/ / /___/ Statistics/Data Analysis Title dsimih describe -- Describe svarih results and associated dynamic simulation results created by dsimih Syntax dsimih describe [using filename] [, options] options description ------------------------------------------------------------------------- modelstats display basic features of the estimated svarih model cmdline display the command that was used to obtain svarih estimates nostep do not display availability of forecast steps bootstrap displays information on the success and failure of bootstrap replications all shortcut to specify options modelstats, cmdline, and bootstrap number(#) access results number # ; only allowed if the using modifier refers to a .ster file ------------------------------------------------------------------------- Description dsimih describe lists the forecast horizons/steps of dynamic simulation results created by dsimih create. It also displays relevant properties of the underlying estimated svarih model. dsimih describe defaults to displaying the forecast steps available, by regime and type of standard error. More information can be accessed by using the options of the command. Abbreviations, definitions, notation, syntax elements This help entry uses terminology defined in svarih and dsimih. Options modelstats displays properties of the underlying svarih model that are relevant for the creation of dynamic simulation statistics. The first set of properties displayed concerns whether the svarih estimation has converged, how many GLS iterations were carried out (if applicable), and whether estimates are locally identified (if applicable). Moreover, information on the size of the model is displayed like the number of endogenous variables, the number of lags, and the maximum lag. As a rule of thumb, the "larger" the model the longer it takes to obtain svarih estimates, and the longer it takes to run dsimih with its bootstrap options bs and bsp. The size of the model may also be relevant for the time it takes to generate asymptotic DS standard errors since this too may become computationally intensive for long forecast horizons. cmdline displays the command that was used to run svarih. Options modelstats and cmdline are especially helpful if you choose to or if you are forced to save dsimih results in dsimih files rather than in e(). If you save your results in e(), they are firmly associated with the underlying svarih estimates and you can always recover all details of estimation from the e()-results saved by svarih. Here modelstats and cmdline are merely convenience tools that allow you to check the most important features quickly. If you save your results in dsimih files, the e()-results of svarih are no longer available. dsimih therefore records selected features of the svarih estimation within these files. This information can be accessed via options modelstats and cmdline. nostep will not tabulate the availability of forecast steps. bootstrap displays information on the estimation of bootstrapped DS standard errors, if any exist. Separate tables for the residual bootstrap and for the parametric bootstrap are shown. They contain detail about the number of successful bootstrap replications and about the ones that failed. all is a shortcut for specifying options modelstats, cmdline, and bootstrap. all overrides the usage of any other options. For example, if option nostep is used in addition to all, it is ignored. number(#) specifies the results set number when the using modifier refers to a .ster file. You can store more than one results set in .ster files. See estimates save. Remarks dsimih describe by default accesses DS results in e() but is also capable of accessing DS results stored in files using its using modifier. For details on how the using modifier works in all dsimih subcommands, see dsimih etodta. Forecast horizons are tabulated by regime and setype. By default, dsimih describe looks in e() for results left behind by dsimih create. If filename is specified, dsimih describe describes the results stored in filename. filename must be a dsimih file. As detailed in dsimih etodta, you may not change the data in these files. You must specify filename if e() does not contain results from dsimih create. Remember that dsimih describe describes either results in e() or in filename, but never the data set in memory. Examples Excecuting the following statements will change current e()-results. Bootstrap replication numbers are set to values that are inappropriate for analysis but appropriate for quick execution of example statements. Generate example estimates (see svarih examples): . webuse lutkepohl2 . svarih examples bfa_unconstr , ereplace . dsimih describe , modelstats cmdline . dsimih create , step(24) . dsimih create , step(36) nose . version 11.2: set seed 123456 . dsimih create , step(12) bsp fromb reps(10) By default, {dsimih describe} tabulates the forecast horizon by regime and setype: . dsimih describe All information that is requested by the options of dsimih describe is stored in r(). . return list . matrix list r(stepmat) . dsimih describe , bootstrap nostep . return list . matrix list r(repmat_bsp) dsimih describe works with both .ster files and dsimih files. . estimates save dsimih_examplefile , replace . ereturn clear . dsimih describe using dsimih_examplefile.ster , bootstrap . estimates use dsimih_examplefile . dsimih etodta dsimih_examplefile2 , replace . ereturn clear . dsimih describe using dsimih_examplefile2.dta , bootstrap . erase dsimih_examplefile.ster . erase dsimih_examplefile2.dta Saved results dsimih describe saves the following in r(). Some of the results below may not be saved if they are not applicable to the svarih model in question. If option modelstats is used or implied by option all Scalars r(converged_ml) 1 if the ML iteration converged, 0 otherwise r(converged_gls) 1 if the GLS iteration converged, 0 otherwise r(ic_gls) # of GLS iterations performed r(mlag) maximum lag in the model r(Wald_p) probability for minimium Wald statistic for IH-LLU global identification check Macros r(method) svarih method (subcommand) r(depvar) list of endogenous variables in the model r(regimes) regimes of the svarih model r(lags) list of lags in the model r(exog) exogenous variables in the model, if any r(idencheck) one of passed, failed, or skipped If option cmdline is used or implied by option all Macros r(cmdline) command as typed in svarih estimation If option nostep is not used or if option all is used Macros r(stepmat_regimes) list of regimes for which dynamic simulation results exist Matrices r(stepmat) forecast steps available, by regimes and setype If option bootstrap is used or implied by option all Matrices r(repmat_bs) information on success and failure of replications of the residual bootstrap r(repmat_bsp) information on success and failure of replications of the parametric bootstrap Author Daniel C. Schneider, Goethe University Frankfurt, dan_schneider@outlook.com Also see Help: [TS] irf, dsimih, dsimih create, dsimih graph, dsimih table, dsimih use, dsimih drop, dsimih etodta