fevd (Model)

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 | char ]

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

'MatrixFormat=' [ 'namedmat' | 'plain' ]

Return matrices X and Y as be either namedmat objects (i.e. matrices with named rows and columns) or plain numeric arrays.

'select=' [ @all | char | cellstr ]

Return FEVD for selected variables and/or shocks only; @all means all variables and shocks; this option does not apply to the output databases, A and B.

## Description

## Examples