[X,Y,List,A,B] = fevd(M,Range,...)
[X,Y,List,A,B] = fevd(M,NPer,...)
M
[ model ] - Model object for which the decomposition will be computed.
Range
[ numeric ] - Decomposition date range with the first date beign the first forecast period.
NPer
[ numeric ] - Number of periods for which the decomposition will be computed.
X
[ namedmat | numeric ] - Array with the absolute contributions of individual shocks to total variance of each variables.
Y
[ namedmat | numeric ] - Array with the relative contributions of individual shocks to total variance of each variables.
List
[ cellstr ] - List of variables in rows of the X
an Y
arrays, and shocks in columns of the X
and Y
arrays.
A
[ struct ] - Database with the absolute contributions converted to time series.
B
[ struct ] - Database with the relative contributions converted to time series.
'output='
[ 'namedmat'
| 'numeric'
] - Output matrices X
and Y
will be either namedmat objects or plain numeric arrays; if the option 'select='
is used, 'output='
is always 'namedmat'
.
'select='
[ char | cellstr ] - Return FEVD for selected variables and/or shocks only; Inf
means all variables. This option does not apply to the output databases, A
and B
.