Ok, maybe now I understood how to read the FEVD matrix from the SVAR function.
It is shown exactly in the same way as the FEVD from the "conventional" VAR, isn't it?
I was thinking that the first p columns from the SVAR FEVD were the percentage of variance error explained by the first shock. But actually it is the fevd of the first variable explained by the each of the p shocks, right?
 
Thank you very much and sorry for my misunderstood...
Gabriela

2013/5/4 Allin Cottrell <cottrell@wfu.edu>
On Sat, 4 May 2013, Gabriela Nodari wrote:

> Thank you for your answer Allin. I know that the exposition form is
> different. But I get different numbers as well.. the same shock explains
> different shares. I don't know why is this so..

Well, can you give us an example where you're seeing different
results? In the example Jack gave I'm seeing exactly the same output
(script and GUI), aside from the mode of presentation.

(If you change the Cholesky ordering via the GUI then of course
you'll get different results.)

Allin

> On 04/05/2013 2:13 PM, "Allin Cottrell" <cottrell@wfu.edu> wrote:
>
>> On Sat, 4 May 2013, Gabriela Nodari wrote:
>>
>>> In this way they are the same.. that is a bad news for me!  So via gui
>> the
>>> fevd is not right?
>>
>> The _presentation_ of the FEVD is different in the GUI, in three
>> ways:
>>
>> 1) for a VAR with p variables, the results are divided into p
>> blocks, as opposed to one big matrix.
>>
>> 2) the forecast standard errors for each variable are shown in the
>> first column of each block (these are not present in $fevd); and
>>
>> 3) the shares attributable to each variable are given as percentages
>> rather than as decimal fractions.
>>
>> But a quick check, running the VAR below via the GUI, shows that the
>> underlying FEVD values are the same as those in the $fevd matrix.
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