How to get VAR confidence intervals

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How to get VAR confidence intervals

Postby lpando08 » Mon Aug 27, 2018 1:51 pm

Hello, I have run a structural VAR and now I want to compute the confidence intervals of the impulse reponse of it. The VAR I have run is below. How I can compute confidence intervals?

var 1 2 taxes gc gdp @ c dum_75 dum_75(-1) dum_75(-2) dum_75(-3) dum_75(-4) @trend @trend^2
shocks_fiscales2.append(svar) @e1 = !elasticidad*@e3 + @u1
shocks_fiscales2.append(svar) @e2 = c(4)*@u1 + @u2
shocks_fiscales2.append(svar) @e3 = !efectos_t*@e1 + !efectos_g*@e2 + @u3
shocks_fiscales2.SVAR(RTYPE = text, F0 = u)
shocks_fiscales2.impulse(10, m, imp=struct ) gdp @ taxes gc

Thanks in advance.


EViews Matt
EViews Developer
Posts: 429
Joined: Thu Apr 25, 2013 7:48 pm

Re: How to get VAR confidence intervals

Postby EViews Matt » Tue Sep 04, 2018 11:18 am


The se option to the impulse proc lets you include confidence intervals in the IRF graph. If you need the raw confidence interval data, take a look at

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