Variance Decomposition in TVC-VAR model (Eviews 14)

[yuthanas]

Eviews 14 introduces the Time-varying coefficient VAR (TVCVAR) model. Can we compute variance decomposition for fixed horizon for every date in the data sample?
The built-in interface in Eviews 14 show only option to compute the Impulse response function. Could we write the program file or modified existing results to have variance decomposition?

[EViews Kai]

There is no built-in support for BTVCVAR variance decomposition at the moment, but it should be possible to write a program using the draws from the posterior distribution. To gain access to the posterior draws, click on the Proc button in the VAR toolbar, then select “Put Posterior Draws in New Page.”

[yuthanas]

There is no built-in support for BTVCVAR variance decomposition at the moment, but it should be possible to write a program using the draws from the posterior distribution. To gain access to the posterior draws, click on the Proc button in the VAR toolbar, then select “Put Posterior Draws in New Page.”

Thank for your suggestion, Eviews kai. I will try to adjust the results to compute Variance Decompostion.
Have you got examples on computation of Variance decomposition from posterior distribution?

[EViews Kai]

I do not.