Search found 3 matches
- Mon Aug 21, 2017 4:32 am
- Forum: Estimation
- Topic: One SE Bands on IRF
- Replies: 9
- Views: 9467
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...
- Sat Aug 19, 2017 10:26 am
- Forum: Estimation
- Topic: One SE Bands on IRF
- Replies: 9
- Views: 9467
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...
- Fri Aug 18, 2017 10:37 am
- Forum: Estimation
- Topic: One SE Bands on IRF
- Replies: 9
- Views: 9467
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 ...