## confidence interval for impulse response

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e.kheirandish
Posts: 4
Joined: Sun Jun 18, 2017 2:16 am

### confidence interval for impulse response

Hello

I estimated a VAR reduced form via OLS and generated impulse responses by programming. But I couldn't calculate confidence interval for impulse responses Please guide me how can I compute it. Please attention, Because of I couldn't use Eviews package for estimation of VAR, now I have only coefficient matrix and OLS estimation results, impulse response matrix and residual variance covariance matrix.

Last edited by e.kheirandish on Tue Jun 27, 2017 8:34 pm, edited 1 time in total.

EViews Matt
EViews Developer
Posts: 169
Joined: Thu Apr 25, 2013 7:48 pm

### Re: confidence interval for impulse response

Hello,

Is the issue that the standard error bounds weren't generated when you used the .impulse procedure?

e.kheirandish
Posts: 4
Joined: Sun Jun 18, 2017 2:16 am

### Re: confidence interval for impulse response

EViews Matt wrote:Hello,

Is the issue that the standard error bounds weren't generated when you used the .impulse procedure?

No, since my model was an unusual model, I couldn't use the .impulse procedure. So, I generated responses manually (via Programming) and now I can't calculate standard error bounds for responses. please guide me!

EViews Matt
EViews Developer
Posts: 169
Joined: Thu Apr 25, 2013 7:48 pm

### Re: confidence interval for impulse response

There are several methods for generating the bounds. You might take a look at a (relatively) simple overview, such as http://pareto.uab.es/lgambetti/VAR_Forecasting.pdf, to see what methodology you'd prefer.

e.kheirandish
Posts: 4
Joined: Sun Jun 18, 2017 2:16 am

### Re: confidence interval for impulse response

Thanks a lot for your attention