practicability of variance decomposition

Thu, Jul 16, 2009 10:06 AM

Hi all, in multi-variate TS literature, in terms of VAR, VECM etc, I see lot
of stuffs on Variance decomposition, however could not figure out what is
the practical use of that? What practical question it answers? Any idea?

Regards,

View this message in context: http://www.nabble.com/practicability-of-variance-decomposition-tp24520555p24520555.html
Sent from the Rmetrics mailing list archive at Nabble.com.

practicability of variance decomposition

Thread (2 messages)