[Gretl-users] Re: Inspecting the (FEVD) results from SVAR model
Am 13.09.2019 um 09:53 schrieb Yusuf Abduwahab Hassan:
Good morning all,
Please i would like to know how to generate the Forecast Error Variance
Decomposition in a tabular form as against the default output that is
displayed in a graph.
Many thanks.
Hi,
are you talking about the native methods or about the SVAR addin? (If
you don't know, please tell us the menu item you're using.)
Native: Analysis menu in the model window. Or scripting: $fevd or fevd().
SVAR addin: See ch. 3 of the SVAR manual, basically the FEVD() function.
hth,
sven