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thank you very much for your reply - it is greatly appreciated

Thank you for your replies.
So the LRE* stat it is essentially the LM stat?
I have included an image of the test output

does EViews 12 estimate the reduced-form VAR using OLS or maximum likelihood estimation?

in EViews 12, the LM test for serial correlation gives the output statistic "LRE* stat". What does this stand for?

What estimation method does EViews 12 employ to estimate the reduced-form VAR? Is it OLS or maximum likelihood? Also, the LM test for serial correlation gives the statistic "LRE* stat". What does this stand for? Is the LM test for serial correlation (that EViews carries out) the Breusch–Go...

hello, I was wondering if anyone could help me carry out diagnostic tests on my SVAR model. My only option seems to be to carry out autocorrelation LM tests, and I am unable to carry out normality tests or tests of ARCH effects. all of the videos I have found on youtube carry out diagnostic tests on...

I am generating an impulse response function, and I want the 95% confidence interval to be displayed. If I compute the confidence interval using the "Analytic (asymptotic)" option, which displays +/- 2 standard errors based on the response asymptotic distribution (Lütkepohl, 1990) methods,...

@ EViews Gareth, thank you very much for your reply. so, it displays the point estimate of the impulse response? that is, the best guess of the response variable's reaction to an innovation in the impulse variable? and I am right in thinking that if the confidence interval covers the x-axis, then th...

when EViews generates an impulse response function, I was wondering what exactly the black line in the middle represents. I know that the two orange lines show the confidence interval, but is the black line the median response? the mean response? or is it just the general estimation of the impulse r...