STATA Code: Put results of significant lags of many VAR (and/or one big VAR) into one table

  • Job DurationLess than a week
  • Project LevelBasic Level
  • Project deadlineExpired

Project detail

For my current project I need some help in Stata. I want to run up to 150 VAR (vector autoregression) with up to 10 lags and don’t want to go through each of them every time I am adjusting my data. I would need some kind of code which creates a table in which only significant Lags for the variables will be added into. I would need the table to have the following columns: 1. Variable, 2. Coefficient, 3. Lag & 4. Significance Level .

If possible I would also like to have the results of the granger causality added into the table, but that would not be as important.

I was not able to do it on my won, as I had difficulties telling Stata to focus only on the signifiant lags, and only to put those values into a table.

Happy for your help & all the best!

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