- BOOTVAR.RPF (boot strapping a VAR)
- MONTESUR.RPF (Gibbs sampling for a near-VAR)
- MONTESVAR.RPF (Gibbs sampling for an overidentified SVAR)
- MONTEVAR.RPF (standard Monte Carlo integration for an OLS VAR)
By separating the tasks of generating the impulse responses (done by a variety of methods) and organizing the graphs (done by MCGRAPHIRF), we can provide greater flexibility in the graphics. The newest option is
which allows you (with NOCOMMONSCALE) to override the standard behavior of making all responses of a particular variable graphed using the same scale.
If you want the calculations of the confidence bands without the graphs, use MCPROCESSIRF