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- Mon Mar 26, 2018 5:16 pm
- Forum: VARs (Vector Autoregression Models)
- Topic: Confidence Interval Data of VAR model
- Replies: 6
- Views: 11611
Re: Confidence Interval Data of VAR model
Replace the @MONTEVAR with the combination of @MCVARDODRAWS (which does the Monte Carlo integration) and @MCPROCESSIRF (which analyzes the draw information and produces the limits). You can then do a COPY instruction to get the information into an Excel file. @mcvardodraws(model=canmodel,draws=4000...