The RATS Software Forum

Hi Tom, I'm trying to obtain confidence bounds for my impulse response graphs for a VAR using an alternative factorization for the G matrix (i.e., not Cholesky). I'm not sure what I'm doing wrong below in order to produce the graphs. I tried to create a function with the required type which returns ...

Dear All, Tom, thank you for posting the replication code for this paper. While reading through the code, I ran into a couple of quick questions for this discussion board. First, in Table IV on the rrevise computation lines (both the correct and mistaken code lines), why isn't the right hand side mu...