Variance Decomposition using EViews || EViews Tutorials
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YouTubeKomal Kanwar Shekhawat
Variance Decomposition using EViews || EViews Tutorials
This video explains how to perform VARIANCE DECOMPOSITION using #EViews. @Komal Kanwar Shekhawat The variance decomposition indicates the amount of variation each variable contributes to the other variables in the autoregression. It determines how much of the forecast error variance of each of the variables can be explained by exogenous shocks ...
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Variance decomposition of forecast errors Variance Decomposition Analysis
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