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y_t_ is the transformed dependent variable.
y_t_best is dynamic model selection forecast (best model forecast).
y_t_dma is dynamic model averaging forecast.

The bug is fixed. Please update the add-in.

yes

The add-in is updated to include the option to save the pairwise spillovers.

This thread is about the dyindex add-in that estimates the Diebold-Yilmaz index of spillover using forecast error variance decomposition method of a VAR model.

Hi,
It now includes the first difference option (code=2).Please update the favar add-in.
Y axis is in standard deviation unit (0 mean, 1 variance) of untransformed variable.

could you provide the data?

The instruction pdf file is located in C:\Users\...\Documents\EViews Addins\DMA\dma.pdf

code explanation
1 Level
2 First Difference
3 Second Difference
4 Log-Level
5 Log-First-Difference
6 Log-Second-Difference

What is the version of Eviews you using?

Yes, the add-in does not have an option to save the matrices.

This thread is about the ucsvm add-in that estimates stochastic volatility in mean model with time varying parameters.

The add-in computes average IRF for response variable, conditional on being in the upper or lower regime. The identification is recursive. So order of variables is matter.

see Killian (1998).