impulse response functions
Posted: Sun Feb 13, 2022 10:00 am
when EViews generates an impulse response function, I was wondering what exactly the black line in the middle represents. I know that the two orange lines show the confidence interval, but is the black line the median response? the mean response? or is it just the general estimation of the impulse response?
I have attached an example impulse response function for illustration.
any help would be greatly appreciated. thank you
I have attached an example impulse response function for illustration.
any help would be greatly appreciated. thank you