Can I save the Hall's percentile CI in EViews12?

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Alfred123
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Joined: Fri Jul 19, 2019 8:00 pm

Can I save the Hall's percentile CI in EViews12?

Postby Alfred123 » Tue May 31, 2022 6:40 am

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.

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