Object Reference : Object View and Procedure Reference : Equation
  
 
dynmult
Dynamic multipliers for long-run regressors in ARDL equations.
Displays a spool object with the cumulative dynamic multiplier curve for each of the long-run regressors. The argument is a positive integer denoting the horizon length, and defaults to 15.
Syntax
eq_name.dynmult(options) [horizon]
horizon is a positive integer denoting the horizon length, and defaults to 15.
Options
 
noci
Do not generate confidence intervals for asymmetric regressors. Note that confidence intervals can only be generated for asymmetric regressors.
noshade
Display confidence interval using lines instead of shaded bands.
level=number (default = 0.95)
Number between 0 and 1 representing the confidence interval level.
reps=integer (default = 999)
Number of Monte Carlo repetitions used in the generation of confidence intervals (if applicable).
f=number
Fraction of failed repetitions before stopping. Only applicable if a se_pattern is provided.
prompt
Force the dialog to appear from within a program.
p
Print output.
Example
ardl_eq.dynmult
generates cumulative dynamic multiplier curves for each long-run regressor. The horizon length is 15, and the 95% confidence intervals (if they exist), are shaded, and derived from 999 Monte Carlo replications.
ardl_eq.dynmult(noshade) 30
generates cumulative dynamic multiplier curves for each long-run regressor. The horizon length is 30, and the 95% confidence intervals (if they exist), are not shaded.
ardl_eq.dynmult(noci)
produces cumulative dynamic multiplier curves for each long-run regressor. The horizon length is 15, and no confidence intervals are displayed.
ardl_eq.dynmult(level=0.99, reps=499) 10
shows cumulative dynamic multiplier curves for each long-run regressor. The horizon length is 10, and the 99% confidence intervals (if they exist), are shaded, and derived from 499 Monte Carlo replications.
Cross-references
See “ARDL and Quantile ARDL” for a discussion of ARDL equation models.
See also Equation::ardl.