svar |
a=mat | Name of the pattern matrix for factorization matrix A. |
b=mat | Name of the pattern matrix for factorization matrix B. |
s=mat | Name of the pattern matrix for short-run impulse response matrix S. |
f=mat | Name of the pattern matrix for long-run impulse response matrix F. |
f0=arg (default=0.1) | Specify the starting values for estimation free parameters: a scalar value, or ‘s’ for user-specified values in the C coefficient object, or ‘u’ for values randomly drawn from the uniform distribution on [0,1], or ‘n’ for values randomly drawn from the standard normal distribution. The default is a scalar value of 0.1. |
maxiter=num, m=num | Maximum number of optimization iterations. The default is taken from the global option settings. |
conv=num, c=num | The convergence criterion (lower bound on optimization step size). The default is taken from the global option settings. |
trace=num, t=num (default=0) | Summarize the ongoing optimization every num iterations. Summary information is displayed in an unnamed text object. The default is a trace period of 0, which disables tracing. |
fsign | Do not perform sign normalization. See “
“Sign Restrictions”” for a description of sign normalization. |
nostop | Suppress “Near Singular Matrix” and other error messages during estimation. |
preset=num, p=num | Apply a restriction preset, as described in the SVAR Options Identifying Restrictions dialog. num may be 1 through 6, corresponding to the first six preset options. |
prompt | Force the dialog to appear from within a program. |