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Hi,

I use the 'save'-command after 'stoch_simul' in order to save the simulated data. I simulate the model for 50 periods, but for some reason the data are only stored for 20 periods. Is there a way to change the number of periods for which the simulated data are stored?

Best regards

Could it by you are looking at the IRFs stored in the format variable_shock in the workspace? Those are 20 periods by default. To simulate data, use e.g.

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stoch_simul(order=1,periods=200,drop=100);

which simulates 200 data points, but drops the first 100 as burnin. The simulated series are then stored with their variable name (no shock name appended)

Thank you for your comments.

Yes, I would like to save IRFs in the variable_shock format for more than 20 periods. Is there a way to do this?

As stated in the manual, for example

Code: Select all

stoch_simul(irf=100)

generates an IRF for 100 periods.

Perfect, Thanks!