Impulse Response with 1 standard error
Posted: Sun May 01, 2011 5:19 pm
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
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