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