Dear Giulia,

If you are using the BVAR package, unfortunately the FEVD functionality is not available yet. It will be included in a future update, but at the moment there is no function for computing or plotting FEVD within the package.

As a temporary solution, you could use the BVAR package to save the parameter draws and then compute the FEVD manually—or alternatively, compute it using the posterior medians.

Unfortunately, I’m away for a couple of days, but as soon as I’m back I’ll be happy to provide you with an example of how to do this.

Best regards,

Luca Pedini

Da: GIULIA CHIARA <g.chiara1@studenti.unibg.it>
Data: mercoledì, 30 luglio 2025 alle ore 11:23
A: gretl-users-owner@gretlml.univpm.it <gretl-users-owner@gretlml.univpm.it>, gretl-users@gretlml.univpm.it <gretl-users@gretlml.univpm.it>
Oggetto: [Gretl-users] Query about FEVDs for BVAR

Dear Gretl community,

Good morning,

I hope this email finds you well.

I'm currently working with a BVAR model in Gretl and I'm trying to obtain the Forecast Error Variance Decompositions (FEVDs). I was wondering if it's possible to generate these in Gretl, and if so, what the correct method or code string would be.

I've attempted to use BVAR_fevd_plot(res, var) (where var is my variable of interest), but I keep encountering a "parsing error."

Any guidance or examples of the correct syntax would be greatly appreciated.

Thank you for your time and assistance.

Sincerely,

Giulia Chiara