hdecomp |
m (default) | Display multiple graphs, with the impact of each component on a dependent variable shown in a separate graphs. |
g | Display combined graphs, with decomposition of each variable with respect to all included components shown in one graph. |
imp=arg (default=“chol”) | Type of factorization for the decomposition: unit impulses, ignoring correlations among the residuals (“imp=unit”), non-orthogonal, ignoring correlations among the residuals (“imp=nonort”), Cholesky with d.f. correction (“imp=chol”), Cholesky without d.f. correction (“imp=mlechol”), Generalized (“imp=gen”), structural (“imp=struct”), or user specified (“imp=user”). The structural factorization is based on the estimated structural VAR. To use this option, you must first estimate the structural decomposition; see
Var::svar. For user-specified weights, you must specify the name of the vector/matrix containing the impulses using the “fname=” option. |
baseline | Include the baseline in the decomposition. |
start= date | Start date (within estimation sample) for the decomposition. By default, EViews uses the first date of the estimation sample. |
end = date | End date (within estimation sample) for the decomposition. By default, EViews uses the last date of the estimation sample. |
basename=arg | Optional name fragment used in constructing the names for the series in which to save the decomposition results. If the basename is “base,” the total stochastic or stochastic plus baseline will be saved in the series BASE1, BASE2, etc... (where the numbers in the name correspond to the ordering of the variables in the VAR specification). The components will be saved in the series BASE1_1, BASE1_2, …, BASE2_1, BASE2_2, …., where the numbers after the “_” refer to the ordering of the series in the VAR. Series will be saved only for those variables and components requested above. |
n=arg | Optional name of group object to contain the series created using the "basename=" option. |
prompt | Force the dialog to appear from within a program. |
p | Print the results. |