Variance decomposition of COR
| Period | S.E. | COR | REM | KO | UN | TAX |
|---|---|---|---|---|---|---|
| 1 | 0.139976 | 100.0000 | 0.000000 | 0.000000 | 0.000000 | 0.000000 |
| 2 | 0.202924 | 90.69432 | 0.286140 | 6.570999 | 1.862875 | 0.585663 |
| 3 | 0.226999 | 83.55855 | 3.149215 | 7.727966 | 1.503789 | 4.060483 |
| 4 | 0.244572 | 74.91307 | 6.637756 | 6.894751 | 2.521072 | 9.033351 |
| 5 | 0.261832 | 66.40441 | 8.683118 | 6.019495 | 4.170859 | 14.72211 |
| 6 | 0.279253 | 58.63436 | 9.411920 | 5.292152 | 5.831788 | 20.82978 |
| 7 | 0.297725 | 51.58557 | 9.400511 | 4.655939 | 7.343689 | 27.01429 |
| 8 | 0.317213 | 45.53747 | 9.004372 | 4.103748 | 8.544071 | 32.81034 |
| 9 | 0.337249 | 40.56531 | 8.455408 | 3.635357 | 9.349029 | 37.99490 |
| 10 | 0.357410 | 36.55675 | 7.893473 | 3.241169 | 9.798560 | 42.51005 |
| Period | S.E. | COR | REM | KO | UN | TAX |
|---|---|---|---|---|---|---|
| 1 | 0.139976 | 100.0000 | 0.000000 | 0.000000 | 0.000000 | 0.000000 |
| 2 | 0.202924 | 90.69432 | 0.286140 | 6.570999 | 1.862875 | 0.585663 |
| 3 | 0.226999 | 83.55855 | 3.149215 | 7.727966 | 1.503789 | 4.060483 |
| 4 | 0.244572 | 74.91307 | 6.637756 | 6.894751 | 2.521072 | 9.033351 |
| 5 | 0.261832 | 66.40441 | 8.683118 | 6.019495 | 4.170859 | 14.72211 |
| 6 | 0.279253 | 58.63436 | 9.411920 | 5.292152 | 5.831788 | 20.82978 |
| 7 | 0.297725 | 51.58557 | 9.400511 | 4.655939 | 7.343689 | 27.01429 |
| 8 | 0.317213 | 45.53747 | 9.004372 | 4.103748 | 8.544071 | 32.81034 |
| 9 | 0.337249 | 40.56531 | 8.455408 | 3.635357 | 9.349029 | 37.99490 |
| 10 | 0.357410 | 36.55675 | 7.893473 | 3.241169 | 9.798560 | 42.51005 |
Source(s): Authors: Computation, Cholesky Ordering: COR, REM, KO, UN, TAX
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