___ ____ ____ ____ ____(R) /__ / ____/ / ____/ ___/ / /___/ / /___/ Statistics/Data Analysis Title dsimih drop -- Remove from e() parts of or all dynamic simulation results created by dsimih create Syntax dsimih drop [, regimes(rgmlist) maxstep(#) setype(setype) erase] options description ------------------------------------------------------------------------- regimes(rgmlist) enumerates the regime encodings for which results should be erased maxstep(#) removes results for forecast steps > # setype(setype) specifies the setype for which results should be erased erase erases all results ------------------------------------------------------------------------- Description dsimih drop removes from e() all or part of the dynamic simulation results created by dsimih create. Abbreviations, definitions, notation, syntax elements This help entry uses terminology defined in svarih and dsimih. Options regimes(rgmlist) pins down the regimes for which results should be erased. If not other option is used, it removes all results for regimes rgmlist from e(). rgmlist is a Stata numlist. maxstep(#) erases results for forecast steps >#. If not other option is used, it removes forecast steps ># for all regimes from e(). setype(setype) specifies the type of standard error for which results should be erased. If specified, setype may contain one of the tokens asymptotic, bs and bsp. If no other option is used, it removes all results for setype. erase removes all results from e(). It replaces the contents of matrix e(dsimih) by a 1 x 1 matrix containing a missing value. If option erase is used, no other options may be specified. Remarks It may happen that you want to remove or replace dynamic simulation results from e(). For example, you may have generated numbers for a very long forecast horizon and you are sure that a shorter horizon will be sufficient. You may also want to replace existing bootstrap standard errors by ones that are based on a higher number of bootstrap replications. The specifications of options regimes(), maxstep() and setype() are cumulative. For example, if you specify regimes(1 3) maxstep(3), all forecast steps >3 for regimes 1 3 are removed. If you specify regimes(1 3) setype(bs), all values for the standard error based on the residual bootstrap are removed for regimes 1 and 3. 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 bac_first , ereplace . dsimih describe , modelstats cmdline . dsimih create . version 11.2: set seed 123456 . dsimih create , bs fromb reps(10) . version 11.2: set seed 123456 . dsimih create , bsp fromb reps(10) . dsimih describe Recreating standard errors of setype=bs will not succeed if the new horizon is not longer than the existing one. If we still want to replace the existing numbers with ones based on a higher number of replications, we have to drop the existing ones first. . dsimih create , bs fromb reps(20) . dsimih drop , setype(bs) . dsimih describe . dsimih create , bs fromb reps(20) . dsimih describe . dsimih describe, bootstrap nostep Increase horizon of stats and asymptotic standard errors. . dsimih create , step(20) . dsimih describe Options that restrict the scope of operations of dsimih drop are cumulative, i.e. joined with a logical 'AND'. The following sets the maximum horizon for asymtotic standard errors for regime one to 12. . dsimih drop , regime(1) setype(asym) maxstep(12) . dsimih describe The following sets the maximium horizon for everything to 6: . dsimih drop , maxstep(6) . dsimih describe The following drops numbers for an entire regime: . dsimih drop , regime(2) . dsimih describe Option erase erases all dsimih results: . dsimih drop , erase . dsimih describe Saved results dsimih drop updates the following in e(): Matrices e(dsimih) matrix of dynamic simulation results if the following matrices already exist: e(dsimih_bs) detail for bootstrap replications for the residual bootstrap e(dsimih_bsp) detail for bootstrap replications for the parametric bootstrap Author Daniel C. Schneider, Goethe University Frankfurt, dan_schneider@outlook.com Also see Help: [TS] irf, dsimih, dsimih create, dsimih table, dsimih graph, dsimih describe, dsimih use, dsimih etodta