{smcl} {* *! version 16.0 23march2021}{...} {p2colset 1 16 18 2}{...} {p2col:{bf:[VAR-NR] var_nr} {hline 2}} initializes Stata/Mata objects to run var_nr Toolbox functions {p_end} {p2colreset}{...} {p2colset 1 16 18 2}{...} {p2col:{bf:Authors} {hline 2}} Author 1 name: Abigail Kuchek Author 1 from: Federal Reserve Bank of Dallas, Research Department, Dallas, Texas Author 1 email: abigail.kuchek@dal.frb.org Author 2 name: Jonah Danziger Author 2 from: Federal Reserve Bank of Dallas, Research Department, Dallas, Texas Author 2 email: jonah.danziger@dal.frb.org Author 3 name: Chris Koch Author 3 from: International Monetary Fund, Research Department, Washington, DC Author 3 email: ckoch2@imf.org {p_end} {p2colreset}{...} {marker syntax}{...} {title:Syntax} {p 8 12 2} {cmd:var_nr} {opt ident} {cmd:,} {cmd:} {opt var:name("string")} {opt opt:name("string")} [{opt lin:trend(varname)} {opt quad:trend(varname)}] {marker description}{...} {title:Description} {pstd} {cmd:var_nr} passes output from the previously run {bf:{help var:var}} to Mata in order to be used by subsequent {help var_nr_stata_functions:var_nr toolbox functions}. The resulting objects in Mata are bundled as a structure named {opt var:name}. A Mata structure storing options is initialized with defaults under the name specified in {opt out:name}. {pstd} {opt ident} must be specified. {opt lin:trend} and {opt quad:trend} {it:must} be specified if a linear and/or quadratic trend variable are included in the {help var:var} estimation. Details on these and other options provided below. {dlgtab:Options} {phang} {phang} {opt ident} specifies the method for identifying the VAR. This option will accept one of three strings: "{it:oir}", "{it:bq}", or "{it:sr}". "{it:oir}" specifies zero short-run restrictions; "{it:bq}" specifies zero long-run restrictions; and "{it:sr}" specifies [narrative] sign restrictions. {opt var:name} specifies the name of the structure that saves the output from the vector autoregression and resulting calculations. This string is passed into subsequent var_nr Toolbox functions. {phang} {opt opt:name} specifies the name of the structure that contains the options that are specified for future analysis. This string is passed into subsequent var_nr Toolbox functions. {phang} {opt lin:trend} specifies the name of the linear trend variable used in {help var:var} when previously run. {phang} {opt quad:trend} specifies the name of the quadratic trend variable in {help var:var} when previously run. {marker remarks}{...} {title:Remarks} {pstd} {cmd:var_nr} runs functions {cmd:var_funct} and {cmd:opt_funct} in Mata. All outputs are automatically stored in Mata to be used by other {bf:{help var_nr_mata_functions:other functions included in the var_nr Toolbox}}. Examples of the {help var_nr_stata_functions:var_nr toolbox functions} used are {stata do EXAMPLE_stata_shortrun} {stata "do EXAMPLE_data_shortrun.do"; : . stata do EXAMPLE_data_shortrun.do}. {p 4 4 2} For an overview of Stata functions in the toolbox, see {bf:{help var_nr_stata_functions:[VAR-NR] var_nr Toolbox {hline 2} Stata functions}}.