Hi
I'm new to stata so just bear with me.
I'm doing a VAR using inflation as my dependent variable and exchange rate as an independent variable (amongst others). I would like to create a new variable from the coefficient on "exchange rate" so that I can run a seperate regression with it.
I found an online example here:
regress lncost lnq lnpk lnpl
gen lncosthat=_b[lnq]*lnq+_b[lnpk]*lnpk+_b[lnpl]*lnpl
After I replaced the variables mentioned above, I am unsure how to rewrite this for VAR as I get the following error message:
"unknown function _b()"
Many thanks in advance!
I'm new to stata so just bear with me.
I'm doing a VAR using inflation as my dependent variable and exchange rate as an independent variable (amongst others). I would like to create a new variable from the coefficient on "exchange rate" so that I can run a seperate regression with it.
I found an online example here:
regress lncost lnq lnpk lnpl
gen lncosthat=_b[lnq]*lnq+_b[lnpk]*lnpk+_b[lnpl]*lnpl
After I replaced the variables mentioned above, I am unsure how to rewrite this for VAR as I get the following error message:
"unknown function _b()"
Many thanks in advance!