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