Hello,

For reasons I cannot figure out, I am able to create IRF plots after an ARIMA regression using the varbasic command, but not using the arima and irf commands. My data and code is as follows.

Data:
Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input double(year injuries_million_hrs)
1983 0
1984 0
1985 22.963167080003675
1986 20.50819302311273
1987 81.9957772174733
1988 18.352664806929965
1989 17.903500134276253
1990 35.12654337249943
1991 21.644084671659236
1992 23.458759500797598
1993 62.786463238525776
1994 42.98394549635711
1995 0
1996 0
1997 17.462673535318256
1998 0
1999 15.519515791107317
2000 12.670256572695598
2001 0
2002 12.90955565309442
2003 0
2004 0
2005 0
2006 11.513176830882946
2007 0
2008 0
2009 17.809439002671414
2010 15.291922806373673
2011 16.838418535731126
2012 15.557180416621293
2013 26.243275160740062
2014 0
2015 0
2016 48.19044865307696
2017 0
end

Code:
tsset year
varbasic injuries_million_hrs, lags(1/3)
^this creates an IRF plot without issue

tsset year
arima injuries_million_hrs, ar(1/3)
irf create naaame, set(naaame) replace
irf graph irf
^this returns the error code "nothing to graph r(198)"

The reason I would like the arima + irf combination to work is because my full dataset is panel data with N=25102 and T between 1 and 35 years. I am able to run the following arima model on the full panel dataset:
arima injuries_million_hrs, arima(0,1,3) condition
but I get the same "nothing to graph" issue when I try and create an irf plot after the arima regression.

Thank you in advance for any help you are able to provide.