 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 

                         

--------------------------------------------------------------

(C) MD*TECH Method and Data Technologies, 21.9.2000

