Generalized forecast error variance decomposition of CPI (VARX: M2)
| Period (month) | m2 | ltir | exr | loan | cpi | gdp |
|---|---|---|---|---|---|---|
| 1 | 0.41 | 0.76 | 21.02 | 5.91 | 68.45 | 3.45 |
| 2 | 1.92 | 3.32 | 18.00 | 8.35 | 64.32 | 4.09 |
| 3 | 1.99 | 3.45 | 17.28 | 8.93 | 63.95 | 4.42 |
| 4 | 2.01 | 3.59 | 16.97 | 9.05 | 63.65 | 4.74 |
| 5 | 2.01 | 3.65 | 16.84 | 9.04 | 63.46 | 5.01 |
| 6 | 2.00 | 3.68 | 16.76 | 9.01 | 63.29 | 5.26 |
| 7 | 2.00 | 3.70 | 16.72 | 8.97 | 63.14 | 5.47 |
| 8 | 2.00 | 3.72 | 16.69 | 8.94 | 63.00 | 5.66 |
| 9 | 1.99 | 3.73 | 16.67 | 8.91 | 62.87 | 5.83 |
| 10 | 1.99 | 3.73 | 16.65 | 8.89 | 62.76 | 5.97 |
| 11 | 1.99 | 3.74 | 16.64 | 8.86 | 62.67 | 6.09 |
| 12 | 1.99 | 3.75 | 16.63 | 8.85 | 62.59 | 6.20 |
| Period (month) | m2 | ltir | exr | loan | cpi | gdp |
|---|---|---|---|---|---|---|
| 1 | 0.41 | 0.76 | 21.02 | 5.91 | 68.45 | 3.45 |
| 2 | 1.92 | 3.32 | 18.00 | 8.35 | 64.32 | 4.09 |
| 3 | 1.99 | 3.45 | 17.28 | 8.93 | 63.95 | 4.42 |
| 4 | 2.01 | 3.59 | 16.97 | 9.05 | 63.65 | 4.74 |
| 5 | 2.01 | 3.65 | 16.84 | 9.04 | 63.46 | 5.01 |
| 6 | 2.00 | 3.68 | 16.76 | 9.01 | 63.29 | 5.26 |
| 7 | 2.00 | 3.70 | 16.72 | 8.97 | 63.14 | 5.47 |
| 8 | 2.00 | 3.72 | 16.69 | 8.94 | 63.00 | 5.66 |
| 9 | 1.99 | 3.73 | 16.67 | 8.91 | 62.87 | 5.83 |
| 10 | 1.99 | 3.73 | 16.65 | 8.89 | 62.76 | 5.97 |
| 11 | 1.99 | 3.74 | 16.64 | 8.86 | 62.67 | 6.09 |
| 12 | 1.99 | 3.75 | 16.63 | 8.85 | 62.59 | 6.20 |
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