On Fri, 26 Mar 2010, Henrique Andrade wrote: Use the outfile command along with the --impulse-responses option to the var command. Or, if you prefer, calculate the response yourself in a matrix: <script> open data9-12 scalar order = 4 list Y = 1 2 3 var order Y --impulse-responses matrix A = $compan matrix C = zeros(nelem(Y)*order, nelem(Y)) C[1:3,] = cholesky($sigma) # pick your target and shock variables target = 1 shock = 2 matrix response = zeros(20,1) response[1] = C[target, shock] loop i=2..20 --quiet C = A * C response[i] = C[target, shock] endloop print response </script> Allin Cottrell