IRIS Toolbox Reference Manual

## fevd

Forecast error variance decomposition for model variables

#### Syntax

    [X,Y,List,A,B] = fevd(M,Range,...)
    [X,Y,List,A,B] = fevd(M,NPer,...)

#### Input arguments

- `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.

#### Output arguments

- `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.

#### Options

- `'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`.

#### Description

#### Example

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.