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