What is the meaning of total stochastic in historical decomposition?

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lzhcumt
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Joined: Mon Jan 14, 2019 6:43 am

What is the meaning of total stochastic in historical decomposition?

Postby lzhcumt » Mon Jan 14, 2019 7:39 pm

Hi everyone,

I am using SVAR model with EViews 10.0, I estimated the historical decomposition, but I do not understand the meaning of "total stochastic" in historical decomposition graph (please see the red shade area in the following image attachment). Can some me answer this question, thanks in advance.

Best,
Zhenhua
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Historical decomposition.png
Historical decomposition.png (18.69 KiB) Viewed 150 times

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