Hi,

I am trying to estimate the coefficients of an svar model with exogenous variables. I understand how to impose restrictions and estimate the matrix A and B in Stata. However, I do not know how to output the estimated coefficients and relevant statistical significance in a way they can be interpreted.

In other words, I get the estimation of the unrestricted coefficients A and B (in matrix form):
A Y(t) = A0 + B Y(t-1) + C X(t) + u(t) (1)
with X exogenous variable and Y endogenous variable

but I would like to rearrange the VAR equation in a way that I can output the estimated coefficients and statistical significance as:
Y(t) = (A^-1)A0 + (A^-1)B Y(t-1) + (A^-1) X(t) + (A^-1) u(t) (2)

Here what I have and the estimate the coefficients from (1) from what I understand (although I did not include exogenous variable in this code):
Code:
webuse lutkepohl2
tsset
matrix A = (1, 0, 0, 0, 0 \ ., 1, 0, 0,  0 \ ., ., 1, 0,  0 \ ., ., ., 1,  0 \ ., ., ., .,  1)
matrix list A
matrix B = (., 0, 0, 0, 0 \ 0, ., 0, 0, 0 \ 0, 0, ., 0, 0 \  0, 0, 0, ., 0 \ 0, 0, 0 , 0, 1)
matrix list B
svar D.ln_inv D.ln_inc D.ln_consump consump inc if tin(,2005q4), aeq(A) beq(B) nolog lags(1)
I would like to display the coefficient and statistical significance in (2). Please help. Thanks!