___ ____ ____ ____ ____(R) /__ / ____/ / ____/ ___/ / /___/ / /___/ Statistics/Data Analysis Title dsimih graph -- Plot dynamic simulation results after svarih Syntax dsimih graph [stat] [using filename] [, options] stat Description ------------------------------------------------------------------------- sirf structural impulse-response function sfevd structural forecast-error variance decomposition ------------------------------------------------------------------------- You may specify only one stat. options description ------------------------------------------------------------------------- Graph Data regimes(rgmlist) plot results for regimes rgmlist; default: all regimes available in the dsimih results impulse(impvars) use shock(s) of equation(s) impvars as impulse variables response(respvars) use respvars as response variable(s) noci suppress confidence intervals setype(string) plot confidence intervals based on standard errors of type setype; default: asymptotic level(#) set confidence level lstep(#) use # for first step ustep(#) use # for maximum step Graph Rendition byorder(irorder) display subgraphs by irorder plotopts(cline_options) affect rendition of lines plotting stat ciopts(area_options) affect rendition of the confidence intervals for stat byopts(by_option) all suboptions allowed by the by_option twoway_options any options other than by() documented in [G-3] twoway_options Data Set number(#) access results number # ; only allowed if the using modifier refers to a .ster file keep keep the Stata data set underlying the graph created clear specifies that it is okay to replace the data in memory, even though the current data have not been saved to disk ------------------------------------------------------------------------- Description dsimih graph plots dynamic simulation results created by dsimih create. Options keep and clear allow you to keep the results in Stata data set memory. If you omit these options, results are only displayed in the results window. Abbreviations, definitions, notation, syntax elements This help entry uses terminology defined in svarih and dsimih. Options +------------+ ----+ Graph Data +------------------------------------------------------- regimes(rgmlist) is a numlist and specifies the volatility regimes for which results are displayed. By default, graphs for all regimes that are present in the dsimih results are created. rgmlist must be a subset of the list of regimes that occur in the estimation sample. impulse(impars) specifies the impulse variables for which the statistics are to be reported. If impulse() is not specified, each model variable, in turn, is used. impvars may be specified in any way allowed by a standard Stata varlist. varlist here does not refer to the variables in memory but to the variables recorded in e(depvar). response(respvars) specifies the response variables for which the statistics are to be reported. If response() is not specified, each endogenous variable, in turn, is used. respvars may be specified in any way allowed by a standard Stata varlist. varlist here does not refer to the variables in memory but to the variables recorded in e(depvar). noci suppresses reporting of the confidence intervals for stat. setype(selist) specifies the standard errors type based on which confidence bands are drawn. setype may contain one of the tokens asymptotic, bs and bsp. They stand for asymptotic standard errors, standard errors from a residual bootstrap, and standard errors from a parametric bootstrap based on draws from the normal distribution, respectively. The default are asymptotic standard errors. level(#) specifies the confidence level, as a percentage, for confidence intervals, when they are reported. The default is level(95) or as set by set level. lstep(#) specifies the first step, or period, to be included in the graphs. lstep(0) is the default. ustep(#), # > 0, specifies the maximum step, or period, to be included in the graphs. +-----------------+ ----+ Graph Rendition +-------------------------------------------------- byorder(irorder) specifies the order of the subgraphs by impvar and respvar within the combined graph. byorder() may contain tokens impulse and/or response. Combinations allowed are byorder(i), byorder(r), byorder(i r), and byorder(r i), where byorder(i) is equivalent to byorder(i r), and byorder(r) is equivalent to byorder(r i). plotopts(cline_options) affect the rendition of the plotted statistics (the stat). cline_options are as described in [G-3] cline_options. ciopts(area_options) affect the rendition of the confidence intervals for stat. area_options are as described in [G-3] area_options. byopts(by_option) may contain all suboptions of [G-3] by_option. byopts() affects how the subgraphs are combined, labeled, etc. twoway_options are any of the options documented in [G-3] twoway_options, excluding by(). These include options for titling the graph (see [G-3] title_options) and for saving the graph to disk (see [G-3] saving_option). +----------+ ----+ Data Set +--------------------------------------------------------- keep Option keep keeps the data set underlying the graph display in memory and does not restore the memory state that was in place before dsimih graph was invoked. dsimih graph uses dsimih table which uses dsimih use to load a data set with dynamic simulation results into memory and then draws the graph. The data set that option keep keeps in memory corresponds exactly to the output graph displayed by dsimih graph. This option is useful if you want to format the graph in a way that dsimih graph does not support. Option keep gives you the data set underlying the graphical output of dsimih graph. You can then apply your own graphics commands to the data. clear specifies that it is okay to replace the data in memory, even though the current data have not been saved to disk. This option is for usage in conjunction with option keep. Remarks dsimih graph 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. Examples Excecuting the following statements will change current e()-results. Generate example estimates (see svarih examples): . webuse lutkepohl2 . svarih examples bfa_unconstr , ereplace . dsimih describe , modelstats cmdline . dsimih create , step(8) By default, dsimih graph will make a combined table of all combinations of impulse and response variables, for all regimes: . dsimih graph sirf , name(dsimih_gr1, replace) A tailored grayscale graph, making exensive use of minimum option abbreviations: . dsimih gr si, reg(1) i(*inv) sch(s2mono) pl(lw(thick)) ciop(lp(dash) lw(thick) fc(none)) byop(c(1) yr) yli(0) Author Daniel C. Schneider, Goethe University Frankfurt, dan_schneider@outlook.com Acknowledgements dsimih graph was inspired in many ways by official Stata's irf graph. Also see Help: [TS] irf, dsimih, dsimih create, dsimih table, dsimih describe, dsimih use, dsimih drop, dsimih etodta