Confidence Interval

[giovanna.econ]

Hi,

I am running a VAR and I am presenting the impulse response functions with 95 percent confidence bands. I am using Monte Carlo estimates with 1000 replications.
I need to present smallerr confidence intervals.

I was wondering whether I can do it with eviews. (Eventually by saving the results of Monte Carlo estimates).

Thanks a lot,
G

[EViews Gareth]

I don't believe it is possible to save the individual simulations, no.

[giovanna.econ]

Hi,

thanks a lot.

So if I understood correctly, there is no way to present smaller confidence intervals, right?

Thanks,
Best,
Giovanna

[EViews Gareth]

Correct