[X,Y,List,A,B] = fevd(M,Range,...)
[X,Y,List,A,B] = fevd(M,NPer,...)
M
[ model ] - Model object for which the decomposition will be computed.
Range
[ numeric ] - Decomposition date range with the first date beign the first forecast period.
NPer
[ numeric ] - Number of periods for which the decomposition will be computed.
X
[ namedmat | numeric ] - Array with the absolute contributions of individual shocks to total variance of each variables.
Y
[ namedmat | numeric ] - Array with the relative contributions of individual shocks to total variance of each variables.
List
[ cellstr ] - List of variables in rows of the X
an Y
arrays, and shocks in columns of the X
and Y
arrays.
A
[ struct ] - Database with the absolute contributions converted to time series.
B
[ struct ] - Database with the relative contributions converted to time series.
'matrixFmt='
[ 'namedmat'
| 'plain'
] - Return matrices X
and Y
as be either namedmat
objects (i.e. matrices with named rows and columns) or plain numeric arrays.
'select='
[ @all
| char | cellstr ] - Return FEVD for selected variables and/or shocks only; @all
means all variables and shocks; this option does not apply to the output databases, A
and B
.