Hi, I used the package vars for my project but when the impulse response plots were produced, some of the levels are out of the confidence band. I was wondering what the problem is and also, does anyone know what type of bootstrapping the package is using: is it parametric, case resampling, gaussian, or something else?
Thanks a lot, Jesse -- View this message in context: http://r.789695.n4.nabble.com/What-type-of-bootstrapping-is-used-in-package-vars-tp3568683p3568683.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
