VAR confidence intervals
Posted: Tue Sep 07, 2010 2:32 am
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
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