VECM Impulse reponse functions - conf. int. missing
Posted: Tue Apr 10, 2018 12:37 pm
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
What could be the reason for this? What should I do to add them to the graphs?
Thank you very much, Paul