Search found 3 matches

by MRLCU
Mon Aug 21, 2017 4:32 am
Forum: Estimation
Topic: One SE Bands on IRF
Replies: 9
Views: 4137

Re: One SE Bands on IRF

Hello, You can do this via EViews commands. See http://forums.eviews.com/viewtopic.php?t=2883 . Hi I had a look at this and I did the command; var1.impulse(40, m, se=a, smat=yourownimpulse) gdp @gov_spending @ gov_spending gdp inflation tax_revenue interest_rate I have the yourownimpulse and yourow...
by MRLCU
Sat Aug 19, 2017 10:26 am
Forum: Estimation
Topic: One SE Bands on IRF
Replies: 9
Views: 4137

Re: One SE Bands on IRF

Hi, Thank you for your response, I had a look at that but I couldn't quite understand the code. My VAR command is as follows; I'm running a 5 variable VAR and i've used the code below to output the IRF of a one SD shock in government spending to GDP; var var1.ls 1 4 gov_spending gdp inflation tax_re...
by MRLCU
Fri Aug 18, 2017 10:37 am
Forum: Estimation
Topic: One SE Bands on IRF
Replies: 9
Views: 4137

One SE Bands on IRF

Hi, I am outputting impulse response functions for my 5 variable SVAR. I was wondering if there was anyway to customise the standard error bands that are given with your IRF. The default response standard errors is the +- 2 SD error bands. I was wondering if there was any way to change this to 1 SD ...

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