Re: [Gretl-users] Console command - choice of ordering for Cholesky decomposition for VAR IRF
I've already seen it. The output of the irf function comes the confidence
interval. What , really , I want is not the interval of some alpha (some
confidence level) .
Is it possible to output the standard error used to make this confidence
interval?
On Mon, Oct 7, 2013 at 1:03 PM, Allin Cottrell <cottrell(a)wfu.edu> wrote:
On Mon, 7 Oct 2013, Felipe L. Bhering wrote:
> is it possible via console to get the standard errors from bootstrapped
irf
> results?
Yes, see the help for the irf function.
Allin Cottrell
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