[X,Y,XX,YY] = fevd(V,NPer)
[X,Y,XX,YY] = fevd(V,Range)
V
[ VAR ] - Structural VAR model.
NPer
[ numeric ] - Number of periods.
Range
[ numeric ] - Date range.
X
[ numeric ] - Forecast error variance decomposition into absolute contributions of residuals; absolute contributions sum up to the total variance.
Y
[ numeric ] - Forecast error variance decomposition into relative contributions of residuals; relative contributions sum up to 1
.
XX
[ tseries ] - Database with a tseries with absolute contributions in columns for each VAR variable.
YY
[ tseries ] - Database with a tseries with relative contributions in columns for each VAR variable.
'output='
[ 'namedmat'
| 'numeric'
] - Return matrices X
and Y
as either namedmat objects (matrices with named rows and columns) or plain numeric arrays.