EViews.com

Hello, I have specified a model, out of a system of equations.
My aim is to do a stochastic simulation. Instead of doing a Monte Carlo under normality of the residuals, I want to do a bootstrap (I know that Eviews can do that, it is written with few words in the help of the command "stochastic") from the estimated residuals. I wasn't able to find any explanation on how to do that. I saved the estimated residuals, I bootstrapped them, but I don't know how to tell to the model to use the bootstrapped residuals in its simulations.

Any help?
Thank you for your time

You can not use your own bootstrapped residuals. You can only instruct the model object to perform its own bootstrapping.

Thanks Gareth!
One more thing. The estimated model has some estimated residuals from which, as you showed me, eviews will bootstrap.
Can I modify these residuals somehow and then use the "stochastic options" command to bootstrap the modified version?

Thank you for your help.

Hello,

No, at least not easily, as the model always internally generates the residuals for bootstrapping and there is no facility to provide your own series/group of custom residuals. Technically, you could alter the actual series so that the internally generated residuals would match your desired residuals, but that's a bit cumbersome and not really the way model bootstrapping was intended to be used.