Usage: |
{elo,eup,hlo,hup} = ciirboot(ahat,uhat,y0,irmax,alpha,nob)
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Input: |
| ahat | estimated model parameters
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| uhat | estimated residuals
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| y0 | starting values
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| irmax | maximum lead for impulse response analysis
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| alpha | significance level for confidence intervals
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| nob | number of replications for estimating the bootstrap distribution
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Output: |
| elo | lower bounds of "Efron's" confidence intervalls |
| eup | upper bounds of "Efron's" confidence intervalls |
| hlo | lower bounds of "Hall's" confidence intervalls |
| hup | upper bounds of "Hall's" confidence intervalls |