___ ____ ____ ____ ____(R) /__ / ____/ / ____/ ___/ / /___/ / /___/ Statistics/Data Analysis Title dsimih etodta -- save dsimih results in e() as a dsimih file Syntax dsimih etodta filename [, replace] Description dsimih etodta exports dsimih results in e() to files. They contain dynamic simulation results generated by dsimih create. These files are regular Stata data set files. They do contain additional information required for the correct functioning of dsimih subcommands. These files are therefore referred to as dsimih files. It is important to note that you may not modify the data in these files. If you do so, dsimih will not accept them anymore as input for its subcommands. Abbreviations, definitions, notation, syntax elements This help entry uses terminology defined in svarih and dsimih. Options replace permits dsimih etodta to overwrite an existing file. Remarks Remarks are presented under the following headings: File extensions dsimih files Do not change the data in dsimih files The using modifier in dsimih subcommands File extensions If filename is specified without an extension, .dta is assumed. You may wish to save all of your dsimih files with a .dsimih extension. If so, specify the extension in filename explicitly. dsimih files dsimih files are regular Stata data set files but they do contain additional information required for the correct functioning of dsimih subcommands. The files therefore can only be properly constructed by dsimih etodta and by the saving() option of dsimih create. dsimih files are just one possibility where dsimih results can be stored. dsimih results can be stored in and retrieved from three locations: e(), .ster files, and dsimih files. .ster files are Stata estimation results files. See estimates save. Do not confuse dsimih files with .ster files. Whenever a dsimih help file talks about dsimih files, it refers to dsimih results stored in regular Stata data set files. These files can have extensions other than .dta, .dsimih for example. dsimih files contain the following 12 variables, in the same order: variable name description regime regime # step forecast step/horizon impulse impulse variable response response variable sirf SIRF sirf_seasmp SIRF: asymptotic standard error sirf_sebs SIRF: standard error, parametric bootstrap sirf_sebsp SIRF: standard error, residual bootstrap sfevd SFEVD sfevd_seasmp SIRF: asymptotic standard error sfevd_sebs SIRF: standard error, parametric bootstrap sfevd_sebsp SIRF: standard error, residual bootstrap Variables 'sirf' and 'sfevd' will never contain missing values. By contrast, the variables that carry their standard errors may contain missing values. The first four variables uniquely identify observations. The sort order is regime-impulse-response-step. Do not change the data in dsimih files dsimih will detect any changes in the data in dsimih files. If it does, it will refuse to do anything with these files. If you need to change and re-save the data, save either the original or the modified file under a different name. The using modifier in dsimih subcommands dsimih describe, dsimih use, dsimih table, and dsimih graph have a using modifier that allows to access DS results stored in files. Note that dsimih use does not have an explicit using keyword since the command name renders it redundant. For simplicity, the optional filename in dsimih use is also referred to as its optional using modifier. The following is true for all four subcommands: - The using modifier is optional. The default is to access DS results in e(). - The filename in the using modifier can be a .ster file or a dsimih file. - If filename does not have a file extension, dsimih looks for files with extensions .ster and .dta. If it finds none, it complains. If it finds both a .dta and a .ster file called filename, it complains. If it finds just one of the two, it uses it. - filename can have other extensions than .dta or .ster. In these cases, dsimih treats it as a Stata data set file. It is important to understand that dsimih will never access data that you have in data set memory. It either accesses e() (then the using modifier was omitted) or a file (then the using modifier was used). For example, the command sequence . estimates use file1.ster . dsimih use, clear . estimates use file2.ster . dsimih table sirf will first load the contents of the estimation results file file1.ster into e(). Presuming that it contains svarih results, the second command will load DS results now stored in e() into data set memory. The third command places another set of DS results in e(), and these results are displayed by the dsimih table statement. 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 Save DS results created in e() to a dsimih file. The default file extension is .dta. . dsimih etodta dsimih_examplefile , replace . describe using dsimih_examplefile.dta We could have saved the file under a different extension, say, .dsimih. The file would still be a regular Stata data set file. . dsimih etodta dsimih_examplefile2.dsimih , replace . describe using dsimih_examplefile2.dsimih The DS results in dsimih files can be accessed by dsimih subcommands via their using modifier. . dsimih describe using dsimih_examplefile.dta , all . dsimih table sfevd using dsimih_examplefile.dta , regime(2) impulse(*inc) step(1/4 8) . dsimih graph sirf using dsimih_examplefile2.dsimih , regime(2) impulse(*inc) ustep(6) . dsimih use dsimih_examplefile2.dsimih , clear . describe Changing the data will invalidate dsimih files files for usage with dsimih subcommands: . use dsimih_examplefile2.dsimih . drop if regime==2 . save, replace . capture noisily dsimih describe using dsimih_examplefile2.dsimih . erase dsimih_examplefile.dta . erase dsimih_examplefile2.dsimih 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 drop