Variance Decomposition Analysis Help required

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moazzamhbk
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Joined: Mon Sep 19, 2011 11:53 am

Variance Decomposition Analysis Help required

Postby moazzamhbk » Mon Sep 19, 2011 12:04 pm

Can any one please help me out by interpreting these results. How to explain this according to the periods from 1 to 10?

Period S.E. US TWS HGK LMO KKP

1 0.089103 100 0 0 0 0
2 0.089103 100 0 0 0 0
3 0.092334 93.32822 6.401019 0.104326 0.040485 0.125948
4 0.092334 93.32822 6.401019 0.104326 0.040485 0.125948
5 0.092521 93.05367 6.637098 0.134634 0.041191 0.13341
6 0.092521 93.05367 6.637098 0.134634 0.041191 0.13341
7 0.09254 93.02697 6.659128 0.135344 0.041231 0.137331
8 0.09254 93.02697 6.659128 0.135344 0.041231 0.137331
9 0.092541 93.02437 6.661401 0.13534 0.041235 0.137659
10 0.092541 93.02437 6.661401 0.13534 0.041235 0.137659

Your help will be appreciated.
Thanks

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