Closed georgewzuo closed 2 years ago
hello! yes, you can access a number of scalars and matrices.
After running sdid
, type matlist e(lambda)
or matlist e(tau)
to see the lambda weights and the corresponding tau.
For more details, see the help file.
Is it currently possible to access the unit weights and time weights underlying the SDID calculation (i.e., omega and tau in Eq. 1 of Arkhangelsky et al., 2021)? Thanks so much!