Search found 2 matches
- Thu Apr 25, 2019 2:50 pm
- Forum: Add-in Support
- Topic: Scaled impulse responses
- Replies: 8
- Views: 25559
Re: Scaled impulse responses
Hi, thanks for the reply. So for the menu driven interface the box 'Scale factor for IRF' how would one go about calculating what value to put in here to translate a 1 SD shock into a 1% shock and then for the box 'Multiplication of standard error' would one then put the same value as the 'Scale fac...
- Tue Apr 23, 2019 2:33 pm
- Forum: Add-in Support
- Topic: Scaled impulse responses
- Replies: 8
- Views: 25559
Scaled impulse responses
Hi,
The default IRFs Eviews produces are a 1 SD shock to the impulse variable. Does anyone know how to use the sirf add-in in order to rescale the IRFs to show responses to a 1% shock to the impulse variable?
Any help would be much appreciated!
The default IRFs Eviews produces are a 1 SD shock to the impulse variable. Does anyone know how to use the sirf add-in in order to rescale the IRFs to show responses to a 1% shock to the impulse variable?
Any help would be much appreciated!