Change S.E in VAR

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

terryus
Posts: 15
Joined: Sat Mar 06, 2010 12:40 pm

Change S.E in VAR

Postby terryus » Fri Mar 09, 2012 11:20 pm

hi,
I want to know if exist the possibility for changing in Eviews "the Response to Cholesky One S.D. Innovations ± 2 S.E" to "Response to Cholesky One S.D. Innovations ± 1 S.E", namely, change S.E the ± 2 to ± 1 S.E.

I hope understand me, my english is regular

thanks

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Change S.E in VAR

Postby EViews Gareth » Sat Mar 10, 2012 12:43 am

There is nothing built in that will do one SE, however you can use a user-supplied matrix to do it.

http://forums.eviews.com/viewtopic.php? ... 00&p=18220

terryus
Posts: 15
Joined: Sat Mar 06, 2010 12:40 pm

Re: Change S.E in VAR

Postby terryus » Wed Mar 14, 2012 9:48 pm

thanks a lot......


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 1 guest