EViews.com

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

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.