Variance decomposition
Posted: Thu Jun 12, 2008 12:47 pm
Hi
Does anybody know how I can get a forecast error variance decomp? Is there a command, a routine available, or an easy way of doing it?
Thanks
Jean-Paul
Does anybody know how I can get a forecast error variance decomp? Is there a command, a routine available, or an easy way of doing it?
Thanks
Jean-Paul