infile gdp cr ife ifc xg mg using gciixm.txt generate tt = _n+111 tsset tt,quarterly generate lx = log(xg) generate lm = log(mg) line lx tt || line lm tt more generate dlx = lx-l.lx generate dlm = lm-l.lm line dlx tt || line dlm tt more varsoc dlx dlm, maxlag(12) more var dlx dlm, lags(1/4) more vargranger more varstable, graph more varlmar more varnorm more irf set expimp irf create expimp, step(20) irf graph irf more irf graph oirf more irf graph fevd more