confidence band in impulse response function
Posted: Sat Jul 12, 2014 8:51 pm
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
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