search for: impluse

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2008 Jun 01
how to analyze time series structures?
...model is 5 as suggested by Bayesian information criteria. *All error bands for this paper should generated with 2000 Monto Carlo draws. The corresponding impulse responses should reported in the figures(use one-standard deviation shock in order to see impulses.). and I need these outputs; *plot impluse-response figures and should define level of confidence bonds in the figures for every sub-periods *t values of responses from ISE to DJIA.(for 10 days) Finally, I am not good at R statistics(inexperienced) so I need explanations in detailed also need resources and ready-made codes. How I use MSBVA...