Question: Saving simulated data?

[kanimbla]

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

[jpfeifer]

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.

Code: Select all

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)

[kanimbla]

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?

[jpfeifer]

As stated in the manual, for example

Code: Select all

stoch_simul(irf=100)

generates an IRF for 100 periods.

[kanimbla]

Perfect, Thanks!