Impulse Response with 1 standard error

[byront]

Hi all:

The default when plotting the impulse response from a VAR is +/- two standard errors. Following the most of the literature, I want to plot with 90% confidence intervals instead. What is the easiest way to do it in EViews?

Thanks!


Byron Tsang

[EViews Gareth]

You can view the impulses, and the standard errors as a table. Then you can calculate/plot whatever you want with the raw data.