IRIS Toolbox Reference Manual

## fevd

Forecast error variance decomposition for SVAR variables

#### Syntax

    [X,Y,XX,YY] = fevd(V,NPer)
    [X,Y,XX,YY] = fevd(V,Range)

#### Input arguments

- `V` [ VAR ] - Structural VAR model.

- `NPer` [ numeric ] - Number of periods.

- `Range` [ numeric ] - Date range.

#### Output arguments

- `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.

#### Options

- `'output='` [ `'namedmat'` | `'numeric'` ] - Return matrices `X` and `Y` as either namedmat objects (matrices with named rows and columns) or plain numeric arrays.

#### Description

#### Example

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.