var svar — Structural vector autoregressive models
The first list of options specifies constraints on the parameters of the A matrix; the second list specifies constraints on the parameters of the B matrix (see Short-run SVAR models). If at least one option is selected from the first list and none are selected from the second list, svar sets B to the identity matrix. Similarly, if at least one
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var — Vector autoregressive models
www.stata.comnobigf do not compute parameter vector for coefficients implicitly set to zero Reporting level(#) set confidence level; default is level(95) lutstats report Lutkepohl lag-order selection statistics¨ nocnsreport do not display constraints display options control column formats, row spacing, and line width coeflegend display legend instead of ...