I’m using mata(STATA) for modeling sign restricted VAR.
Here is my code.

#Estimate VAR
var v1 v2 v3 v4, lags(1/2)
var_nr sr, varname(“v”) opt(“opts”)
var_nr_options_display, optname(“opts”) all

#Sign Restriction using mata
mata
s = shock_create(v)
shock_name((“Shock1”, “Shock2”, “Shock3”, “Shock4”),s)

shock_set(1,1,”+”,”Shock1″,”v1″,s)
shock_set(1,1,”-“,”Shock1″,”v4”,s)

stata(“set seed 123456”)
SR = sign_restrict(v,s,opts)

#IRF, FEVD, HD calculations
HD_set = sr_analysis_funct(“hd”,SR,opts)

#Plot and save
hd_plot(asarray(HD_set,”median”),v,opts)

end

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Here, I want to save HD_set (I guess it would be 4 by 4 matrix) to STATA variable or dta file.
How can I do this?