The decompositions menu item includes:
Calculate a decomposition of the within-sample h-steps ahead forecast errors. |
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Compute decompositions of the projected state variables and the structural shock in terms of the observed variables and the initial conditions or the weights on these variables. |
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Calculate a decomposition of the observed variables into the influence of the initial state, the mean (or steady-state), the structural shocks, and the measurement errors. |
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Calculate a decomposition of the state variables into the influence of the initial state and the structural shocks. |
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Compute a decomposition of cross autocorrelations into the various shocks or shock groups and measurement errors. |
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Compute a decomposition of the population spectrum into the influences of various structural shocks or shock groups and measurement errors at various frequencies. |
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Calculate the forecast error variance decomposition of the observed variables. |
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Calculate the forecast error variance decomposition of the observed variables when the impact of the state variable and the measurement error uncertainty is overlooked. |
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