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Observed Variable Decompositions

 

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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. You can choose between bar chart decompositions, scatter-plot decompositions (includes also the state variable), and paths.

Decompositions

The decompositions are carried out at initial or posterior mode parameter values using smooth estimation of state variables, structural shocks, and measurement errors.

 


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