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Impulse Response with 1 standard error

Posted: Sun May 01, 2011 5:19 pm
by byront
Hi all:

The default when plotting the impulse response from a VAR is +/- two standard errors. Following the most of the literature, I want to plot with 90% confidence intervals instead. What is the easiest way to do it in EViews?

Thanks!


Byron Tsang

Re: Impulse Response with 1 standard error

Posted: Sun May 01, 2011 6:36 pm
by EViews Gareth
You can view the impulses, and the standard errors as a table. Then you can calculate/plot whatever you want with the raw data.