Creates groups of the coefficient series used to make the BTVCVAR estimation output view.
Creates a series group containing estimates and a series group containing credibility intervals for the coefficients of a BTVCVAR model.
Syntax
var_name.makecoefs c_est_name c_cis_name
Group names can be passed in as arguments. The first argument is the name for the series group containing estimates. The second argument is the name for the series group containing credibility intervals.
Example
var var1.btvcvar 1 1 gdp inflation
var1.makecoefs ests cis
The first line declares and estimates a BTVCVAR for GDP and inflation. The second line produces two coefficient series groups, ests and cis. The est group contains coefficient estimates and the cis group contains credibility intervals for the coefficients.