VAR confidence intervals

[ylijohtaja]

Hi

When graphing the confidence intervals for impulse responses derived from a VAR model, Eviews shows the 95% bands as a default. How would it be possible to change the confidence intervals to correspond to 90%, for instance?

Thanks,

EO

[EViews Gareth]

http://forums.eviews.com/viewtopic.php? ... smat#p9735

[ylijohtaja]

Thank you, that was very helpful. However, I would have one further question: Is there an easy way to graph the impulse responses with some other than 95% confidence bands (in a similar manner that Eviews straightforwardly graphs the impulses with 95% intervals)? Or should one "build" the whole graph by various graph commands?
Thanks again,
EO

[EViews Gareth]

You'll have to build them from the saved matrices.