Hi there,
I did a VAR model and obtained the IRF lines, and I want to make a confidence area and an estimated line.
How to do that?
Thanks.
How to make impulse response lines an area
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Re: How to make impulse response lines an area
Hello,
Is the issue that the confidence lines are not being shown or that you want the area between the confidence lines to be filled?
Is the issue that the confidence lines are not being shown or that you want the area between the confidence lines to be filled?
Re: How to make impulse response lines an area
EViews Matt wrote:Hello,
Is the issue that the confidence lines are not being shown or that you want the area between the confidence lines to be filled?
Yes, I want the area between the confidence lines to be filled.
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- EViews Developer
- Posts: 560
- Joined: Thu Apr 25, 2013 7:48 pm
Re: How to make impulse response lines an area
Unfortunately, I'm not aware of a simple way to accomplish what you want. I've reworked an old example of mine to show how you could create a graph with a filled area band for the confidence interval. This example is probably overkill, but it demonstrates the core task of creating a mixed type graph. The mixed graph then includes, at least, a band area element for the confidence interval and a line element for the response proper.
Code: Select all
' Generate example data
create u 100
series x = rnd
series y = nrnd
series z = nrnd
var v.ls 1 2 x y z
' Generate impulse data
v.impulse(20,m,se=a,matbyr=irf_data)
' Create individual graphs for each IRF
for !i = 1 to irf_data.@cols
vector irf = @columnextract(irf_data, !i)
vector se = @columnextract(irf_data_se, !i)
matrix m = @hcat(@hcat(@hcat(irf - se, irf + se), @hcat(irf - se, irf + se)), irf)
freeze(gr!i) m.mixed band(1, 2) line(3, 4, 5)
gr!i.setelem(1) fillcolor(@rgb(238,196,162))
gr!i.setelem(1) linecolor(@rgb(218, 124, 48)) linepattern(2)
gr!i.setelem(2) linecolor(@rgb(218, 124, 48)) linepattern(2)
gr!i.setelem(3) linecolor(@rgb(57, 106, 177)) linepattern(1)
gr!i.options linepat
gr!i.legend -display
next
' Alter vertical axes so that each variable uses the same scale.
for !i = 1 to irf_data.@cols step v.@neqn
!min = gr!i.@axismin("l")
!max = gr!i.@axismax("l")
for !j = !i + 1 to !i + v.@neqn - 1
if gr!j.@axismin("l") < !min then
!min = gr!j.@axismin("l")
endif
if gr!j.@axismax("l") > !max then
!max = gr!j.@axismax("l")
endif
next
for !j = !i to !i + v.@neqn - 1
gr!j.axis("l") range(!min, !max)
next
next
' Combine all individual graphs and display.
%all_graphs = @wlookup("gr*")
graph gr.merge {%all_graphs}
show gr
' Cleanup.
delete irf* se m gr?*
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