Re: HDecomp (historical decomposition)
Posted: Thu Aug 04, 2016 4:50 am
kartikanindya wrote:Hi everyone,
I also want to use this Historical decomposition add ins on the structual shocks of oil price.
So, I have 4 structural shocks : oil supply shock, aggregate demand shock, oil-market specific demand shock, and other shock.
As discussed before, the result of the add-ins is histmat matrix shows 20C. However, I am confused on how translate this result to graph.
I read this thread and find that C1-C5 represent the first shock, and so on.
Do I have to create graph manually by adding C1-C5 into Shock 1, etc?
Thank you. Really appreciate your answer.
Hi, I attached the my workfile, so the output of this addins is histmat01, then how to create graph from it? Thanks