Chang and Serletis (2015)

[TomDoan]

Hi Tom,

How can I adjust the code to show the 95% confidence intervals in the series?

Thank you for your time,

Add the option PERCENTILES=||.025,.975|| to the @MCGRAPHIRF call.

[TomDoan]

I have another question, Tom:
Is there a way I can add a square on the graph that shows the significance at the 5% level, as in the attached graph?

Thank you,

What determines what gets a square or not? The standard methods for highlighting an entry are LINES and SHADING options.

[za2015]

Hi Tom,

Is it correct like this:

Code: Select all

@mcgraphirf(model=basevar,include=||2||,center=median,PERCENTILES=||.025,.975||,$
  shocklabels=||"Positive Oil Shock","Negative Oil Shock"||)

thank you,

[za2015]

Hi Tom,

It is easier to see the difference between responses to positive and to negative shocks. So, I want to plot the irf for positive and the negative of the irf for a negative shock on one graph. Therefore, if I add the bands as lines the figure will look very crowded.

[za2015]

Hi Tom,

does the @mcgraphirf by default do the 16, 84%-ile bands. i.e. in the below code if I don't include PERCENTILES=||.025,.975||, it will automatically does the 16- and 84%-ile?

@mcgraphirf(model=basevar,include=||2||,center=median,PERCENTILES=||.025,.975||,$
shocklabels=||"Positive Oil Shock","Negative Oil Shock"||)



thank you,