Dear Stata users,
I am trying to implement the var, vector autoregression, and a panel var (pavar) stata command using rolling windows. While they do perfectly work, I'm not able to perform rolling impulse response function graphs or check stability and Granger causality under rolling windows.
The code I am using is

rolling, window(12) clear : pvar var1 var2 var3 vr4 var5 var6 lags(1)


pvarirf, step(12) impulse( var1 var2 var3s) response( vr4 var5 var6 ) cum oirf mc(2000)

However, I have difficulty when using the -rolling- prefix.

I would be grateful if you could point me in the right direction on how to obtain rolling impulse responses. Probably, it will need to be programed manually
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Thank you so much for your time and consideration. I could provide data should that be necessary.

Best regards,
Mario