Variance decomposition for VEC

[Olasoli]

I'm trying to program the variance decomposition for a VEC Model, I try with the "decomp" command, but does not work.

This command is exclusive to VAR?

How I can program this for VEC?

thanks

[EViews Gareth]

Code: Select all

create u 100 series y=nrnd series z=nrnd series x=nrnd var v.ec 1 2 x y z show v.decomp(2) x y z

[Olasoli]

this works very well, thanks