Hi, I use E-Views 9 and I've run a VECM on a long panel data set. When I choose Impulse Response Functions, the curves in graphs lack confidence intervals. (With VAR, the confidence intervals are present, but not with VECM.)
What could be the reason for this? What should I do to add them to the graphs?
Thank you very much, Paul
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
2 posts • Page 1 of 1
Follow us on Twitter @IHSEViews
Who is online
Users browsing this forum: No registered users and 6 guests