Creating CI in Eviews bug
Posted: Fri Oct 18, 2019 9:23 pm
I am running the following code to create confidence intervals, but results are awkward. The first graph is correct, but the rest wrong, although I replicated the code.
'generate 68% CI based on t distribution for imp of f1, gdp and r.
genr ub_f=f1r_impulse+1.134*f1r_impulse_se/@sqrt(6)
genr lb_f=f1r_impulse-1.134*f1r_impulse_se/@sqrt(6)
genr ub_y=yr_impulse+1.134*yr_impulse_se/@sqrt(6)
genr lb_y=yr_impulse-1.134*yr_impulse_se/@sqrt(6)
genr ub_r=f1r_impulse+1.134*f1r_impulse_se/@sqrt(6)
genr lb_r=f1r_impulse-1.134*f1r_impulse_se/@sqrt(6)
smpl @last-!imp_periods+1 @last
'------------------------------------------------------------------------------------------------
'DIAGRAM 1
'-----------------------------------------------------------------------------------------------
'diag.1 graph 1
graph imp_fr lb_f f1r_impulse ub_f
imp_fr.setelem(1) linepattern(DASH9) linewidth(1.5) linecolor(@rgb(146,194,218))
imp_fr.options linepat
imp_fr.setelem(2) linepattern(solid) linewidth(1.5) linecolor(@rgb(0, 0, 255))
imp_fr.setelem(3) linepattern(DASH9) linewidth(1.5) linecolor(@rgb(146,194,218))
imp_fr.options linepat
imp_fr.addtext(t) Factor
'diag.1 graph 2
graph imp_yr lb_y yr_impulse ub_y
imp_fr.setelem(1) linepattern(DASH9) linewidth(1.5) linecolor(@rgb(146,194,218))
imp_fr.options linepat
imp_fr.setelem(2) linepattern(solid) linewidth(1.5) linecolor(@rgb(0, 0, 255))
imp_fr.setelem(3) linepattern(DASH9) linewidth(1.5) linecolor(@rgb(146,194,218))
imp_fr.options linepat
imp_fr.addtext(t) y
'diag.1 graph 3
graph imp_rr lb_r rr_impulse ub_r
imp_fr.setelem(1) linepattern(DASH9) linewidth(1.5) linecolor(@rgb(146,194,218))
imp_fr.options linepat
imp_fr.setelem(2) linepattern(solid) linewidth(1.5) linecolor(@rgb(0, 0, 255))
imp_fr.setelem(3) linepattern(DASH9) linewidth(1.5) linecolor(@rgb(146,194,218))
imp_fr.options linepat
imp_fr.addtext(t) SR
'generate 68% CI based on t distribution for imp of f1, gdp and r.
genr ub_f=f1r_impulse+1.134*f1r_impulse_se/@sqrt(6)
genr lb_f=f1r_impulse-1.134*f1r_impulse_se/@sqrt(6)
genr ub_y=yr_impulse+1.134*yr_impulse_se/@sqrt(6)
genr lb_y=yr_impulse-1.134*yr_impulse_se/@sqrt(6)
genr ub_r=f1r_impulse+1.134*f1r_impulse_se/@sqrt(6)
genr lb_r=f1r_impulse-1.134*f1r_impulse_se/@sqrt(6)
smpl @last-!imp_periods+1 @last
'------------------------------------------------------------------------------------------------
'DIAGRAM 1
'-----------------------------------------------------------------------------------------------
'diag.1 graph 1
graph imp_fr lb_f f1r_impulse ub_f
imp_fr.setelem(1) linepattern(DASH9) linewidth(1.5) linecolor(@rgb(146,194,218))
imp_fr.options linepat
imp_fr.setelem(2) linepattern(solid) linewidth(1.5) linecolor(@rgb(0, 0, 255))
imp_fr.setelem(3) linepattern(DASH9) linewidth(1.5) linecolor(@rgb(146,194,218))
imp_fr.options linepat
imp_fr.addtext(t) Factor
'diag.1 graph 2
graph imp_yr lb_y yr_impulse ub_y
imp_fr.setelem(1) linepattern(DASH9) linewidth(1.5) linecolor(@rgb(146,194,218))
imp_fr.options linepat
imp_fr.setelem(2) linepattern(solid) linewidth(1.5) linecolor(@rgb(0, 0, 255))
imp_fr.setelem(3) linepattern(DASH9) linewidth(1.5) linecolor(@rgb(146,194,218))
imp_fr.options linepat
imp_fr.addtext(t) y
'diag.1 graph 3
graph imp_rr lb_r rr_impulse ub_r
imp_fr.setelem(1) linepattern(DASH9) linewidth(1.5) linecolor(@rgb(146,194,218))
imp_fr.options linepat
imp_fr.setelem(2) linepattern(solid) linewidth(1.5) linecolor(@rgb(0, 0, 255))
imp_fr.setelem(3) linepattern(DASH9) linewidth(1.5) linecolor(@rgb(146,194,218))
imp_fr.options linepat
imp_fr.addtext(t) SR