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Confidence Interval

Posted: Mon Oct 27, 2014 10:46 am
by 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

Re: Confidence Interval

Posted: Mon Oct 27, 2014 11:04 am
by EViews Gareth
I don't believe it is possible to save the individual simulations, no.

Re: Confidence Interval

Posted: Tue Oct 28, 2014 1:07 am
by giovanna.econ
Hi,

thanks a lot.

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

Thanks,
Best,
Giovanna

Re: Confidence Interval

Posted: Tue Oct 28, 2014 6:50 am
by EViews Gareth
Correct