Confidence interval

[AKM]

I am a newbie to eViews. I've been running regressions but I am unable to find confidence intervals to the estimators. e.g. y=mx+c. After estimating m and c, I am not sure how to find a c.i for m = in excel you get to select the interval while regressing.
Any info is appreciated.
Regards,AKM

[trubador]

Confidence interval is an additional output and its calculation is fairly straightforward. In EViews, a typical output already gives you standard errors of the estimators. All you have to do is generate a series using this information. Suppose that the estimated coefficients c(1) and c(2) refer to c and m respectively. Then you can generate %95 upper and lower confidence bounds as follows:

Code: Select all

series upper_c1 = @coefs(1)+@qnorm(.025)*@stderrs(1) series upper_c2 = @coefs(2)+@qnorm(.025)*@stderrs(2) series lower_c1 = @coefs(1)-@qnorm(.025)*@stderrs(1) series lower_c2 = @coefs(2)-@qnorm(.025)*@stderrs(2)

[EViews Gareth]

EViews 7 has the ability to show confidence intervals without any extra calculations.

[wardy94]

Hi there,

I was wondering how to compute confidence intervals for impulse response functions under VARs?

Thanks,

James