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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 shocks_fiscales2.ls 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.cleartext(svar)
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.

Luciana

Hello,

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 http://forums.eviews.com/viewtopic.php?f=4&t=2883.