Generalized forecast error variance decomposition of CPI (VARX: M0)
| Period (month) | m0 | ltir | exr | loan | cpi | gdp |
|---|---|---|---|---|---|---|
| 1 | 3.99 | 0.68 | 20.49 | 5.90 | 65.18 | 3.77 |
| 2 | 3.72 | 3.55 | 18.10 | 8.44 | 61.89 | 4.29 |
| 3 | 3.62 | 3.74 | 17.43 | 9.17 | 61.42 | 4.61 |
| 4 | 3.54 | 3.90 | 17.16 | 9.33 | 61.14 | 4.92 |
| 5 | 3.50 | 3.97 | 17.04 | 9.34 | 60.95 | 5.20 |
| 6 | 3.48 | 4.01 | 16.98 | 9.31 | 60.78 | 5.45 |
| 7 | 3.46 | 4.03 | 16.94 | 9.27 | 60.63 | 5.66 |
| 8 | 3.44 | 4.05 | 16.92 | 9.24 | 60.49 | 5.85 |
| 9 | 3.43 | 4.06 | 16.91 | 9.21 | 60.37 | 6.01 |
| 10 | 3.42 | 4.07 | 16.91 | 9.18 | 60.27 | 6.15 |
| 11 | 3.41 | 4.08 | 16.90 | 9.16 | 60.18 | 6.27 |
| 12 | 3.41 | 4.09 | 16.90 | 9.14 | 60.10 | 6.37 |
| Period (month) | m0 | ltir | exr | loan | cpi | gdp |
|---|---|---|---|---|---|---|
| 1 | 3.99 | 0.68 | 20.49 | 5.90 | 65.18 | 3.77 |
| 2 | 3.72 | 3.55 | 18.10 | 8.44 | 61.89 | 4.29 |
| 3 | 3.62 | 3.74 | 17.43 | 9.17 | 61.42 | 4.61 |
| 4 | 3.54 | 3.90 | 17.16 | 9.33 | 61.14 | 4.92 |
| 5 | 3.50 | 3.97 | 17.04 | 9.34 | 60.95 | 5.20 |
| 6 | 3.48 | 4.01 | 16.98 | 9.31 | 60.78 | 5.45 |
| 7 | 3.46 | 4.03 | 16.94 | 9.27 | 60.63 | 5.66 |
| 8 | 3.44 | 4.05 | 16.92 | 9.24 | 60.49 | 5.85 |
| 9 | 3.43 | 4.06 | 16.91 | 9.21 | 60.37 | 6.01 |
| 10 | 3.42 | 4.07 | 16.91 | 9.18 | 60.27 | 6.15 |
| 11 | 3.41 | 4.08 | 16.90 | 9.16 | 60.18 | 6.27 |
| 12 | 3.41 | 4.09 | 16.90 | 9.14 | 60.10 | 6.37 |
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