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- Fri Jul 03, 2015 9:14 am
- Forum: VARs (Vector Autoregression Models)
- Topic: error bands for impulse responses from input shocks
- Replies: 1
- Views: 4207
error bands for impulse responses from input shocks
Hi! We created graphs of impulse responses generated from input shocks. Each of the graphs shows the accumulated responses of a given variable from simultaneous shocks to a number of variables. The impulse responses were generated by the following lines of code, IMPULSE(MODEL=VARSTD,STEPS=20,$ shock...