Which statistics program supports PVAR-models?

[Tony123]

I have a question partly motivated by the "What statistics programs are out there" thread and it's detailed responses. The question is, which of the programs can be used to calculate PVAR models and the resulting impulse response functions? I have found some studies which use PVARs and need to replicate similar results, so this would be very useful. I have used SPSS, Oxmetrics and Eviews, but none of them can do the trick.

 

Here is a picture of what I am talking about, perhaps someone can ID the software: xomf - the simpler image sharer

 

Thanks a bunch.

[spivakisgod]

I have a question partly motivated by the "What statistics programs are out there" thread and it's detailed responses. The question is, which of the programs can be used to calculate PVAR models and the resulting impulse response functions? I have found some studies which use PVARs and need to replicate similar results, so this would be very useful. I have used SPSS, Oxmetrics and Eviews, but none of them can do the trick.

 

Here is a picture of what I am talking about, perhaps someone can ID the software: xomf - the simpler image sharer

 

Thanks a bunch.

 

I've used Stata and the following (really old) package from the World Bank. It's really old, so the graphs look like they are from Stata 6.0. If you have some time, I bet you can reprogram the impulse response plots to look more modern...

 

Research - Panel VAR (vector autoregression)