Export results of VARs and VECM from Stata to Word Excel | asdocx
Since the varsoc
command leaves a Stata matrix behind, we can use the wmat
command of asdocx to send this Stata matrix to the output file. Here is an example
webuse lutkepohl2
varsoc dln_inv dln_inc dln_consump
mat stats = r(stats)
asdocx wmat, mat(stats) replace
Export to Excel
To export to Excel, we need to just change the file extension. see the code example below where I use the save(Myfile.xlsx)
option.
asdocx wmat, mat(stats) replace save(Myfile.xlsx)
Results Table
lag | LL | LR | df | p | FPE | AIC | HQIC | SBIC | |
---|---|---|---|---|---|---|---|---|---|
r1 | 0 | 696.398 | .b | .b | .b | 0 | -15.94 | -15.906 | -15.855 |
r2 | 1 | 711.682 | 30.568 | 9 | 0 | 0 | -16.085 | -15.948 | -15.745 |
r3 | 2 | 724.696 | 26.028 | 9 | 0.002 | 0 | -16.177 | -15.937 | -15.582 |
r4 | 3 | 729.124 | 8.856 | 9 | 0.451 | 0 | -16.072 | -15.729 | -15.222 |
r1 | 4 | 738.353 | 18.458 | 9 | 0.03 | 0 | -16.077 | -15.632 | -14.972 |