Dear all, I would like to know if it is possible in R to calculate the confidence intervals when calculating the IRF of a VAR but using Monte Carlo procedures.
Thanks for your help. Best, Veronica ACURIO -- View this message in context: http://r.789695.n4.nabble.com/Confidence-Intervals-for-IRF-with-Monte-Carlo-procedure-tp4636626.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.
