[Gretl-users] Re: BVAR pkg
Am 14.08.2023 um 20:02 schrieb Arturo José Galindo:
This is a very nice addition to Gretl. Thanks a lot Luca.
A quick question. How are the credible sets defined in the plots of
the IRFs? Are they 68%,90%,95%? Is there a way to adjust them in the
BVAR_irf_plot command or elsewhere?
hi Arturo, if I'm not mistaken they should be 90% bands.
In this first release there's no way to adjust them, I'm afraid. But of
course this should be added soon, perhaps already in the next version.
I'm optimistic that the next (minor) release will happen this year.
(Luca, correct me if any of that is wrong...)
cheers
sven