Confidence Interval

[sbssx4]

Dear Technician,

I am only a student, so sorry for my ignorance in advance.
I was wondering how Eviews calculating the confidence interval? (from View, Coefficient diagnostic, confidence interval, or using the cinterval command) I couldn't find any descriptions from the help manual.
I tried to calculate it using coefficient+-1.96*@stdev/@sqrt(@obs) for 95% confidence interval, but my result is different from Eviews.
Also why Eviews doesn't have the confidence interval option for other estimating methods such as FMOLS?

Thanks

[startz]

You are thinking of the formula for a sample mean. That formula doesn't apply to regression coefficients. The confidence interval is

coefficient +-c*se

where c is the critical value from the t-distribution (1.96 for large samples) and se is the standard error displayed to the right of the coefficient.