Hi, guys,
I'm using EViews12 to establish a normal VAR model and use the CI of Hall's percentile in IRF calculation.
I know there're options to save responses and standard error series to the matrix in command "impulse".
However, I found I can't use those saving options to the CI of Hall's percentile.
I mean I can only save the responses in the matrix, however, I can't save the CI of Hall's percentile in the matrix.
How can I solve this problem, any suggestions?
Thank you.
Can I save the Hall's percentile CI in EViews12?
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