var save structural shocks

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Alex
Alex on 13 Apr 2021
Commented: Mathieu NOE on 13 Apr 2021
I'm using varm and estimate functions to estimate a structural var. Using the option orthodonalized I get the irfs identified with short-run restrictions, I mean using the Choleski factor. I would like to save the series of structural shocks but I don't know how to do that. Could you help me?
Thank you
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Mathieu NOE
Mathieu NOE on 13 Apr 2021
hello
so far I understood that structural shocks are time series or ? so what woud be difficult to save ?

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