On Sun, 30 Nov 2008, Tim Cox wrote: Hmm, under "Forecast variance decomposition" I don't see any selection of "periods", only an integer horizon representing how far out the decomposition should go. Under plain "Forecasts" two periods are called for, namely the start and end of the range over which a forecast should be generated. If you have reserved some out of sample observations, the range defaults to the full out-of-sample range, but you're free to alter the starting and ending point of the forecast if you wish. Have you tried the context Help (i.e. the Help button in the dialog box for defining the forecast range and type)? Allin Cottrell