Computes two sided bootstrap confidence intervals for impulse responses for a K-dimensional VAR(p) by resampling the estimated residuals. The confidence intervals are computed using the methodology of Hall (The Bootstrap and the Edgeworth Expansion, 1992) and Efron & Tibshirani (An Introduction to
Generation of menu system for impulse response analysis. A system of menus will appear on the screen that guides you through the stages of impulse response analysis for vector autoregressive models. This quantlet defines the following pop-up menus: irairmax, iracoverage, irabootci, irayscale, irai
computes the unconstrained least squares estimates of the model parameters (B), residuals (u), variance-covariance matrix of the residuals (s), and autocovariance matrix of the time series (g) of a K-dimensional VAR(p) model with/ without intercept