Hi All,
I am using Eviews 8 to estimate a Var Model, in impulse response graph, Does the two dashed lines in each panel represent 95% confidence band or 90%? and how can i know that?
would really appreciate a prompt response,
Thank you
confidence band in impulse response function
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EViews Gareth
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Re: confidence band in impulse response function
As stated at the top of the graph, it represents +- 2 Standard Errors.
Re: confidence band in impulse response function
sorry for the disturbance again, my question is whether this +- 2 band is interpreted as 90 or 95% confidence level? since some papers write 90 while others write 95.. so how can I know that and how can I change it from 90 to 95 and vice versa? Thank you
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EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13600
- Joined: Tue Sep 16, 2008 5:38 pm
Re: confidence band in impulse response function
It is neither. It is +- 2SEs.
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