Table 12. Fevd for diff LN CHISHA_1 vs... | Emerald Publishing

Table 12.

Fevd for diff LN CHISHA_1 vs diff LN index AL_1

Decomposition of variance for diff LN CHI SHA				Decomposition of variance for diff LN Index AL
Period	Std err	diff LN IBOVESPA	diff LN index AL	Std err	diff LN IBOVESPA	diff LN index AL
1	0.036	100.000	0.000	0.020	0.009	99.991
2	0.036	99.992	0.008	0.020	0.011	99.989
3	0.036	99.992	0.008	0.020	0.011	99.989
4	0.036	99.992	0.008	0.020	0.011	99.989
5	0.036	99.992	0.008	0.020	0.011	99.989
6	0.036	99.992	0.008	0.020	0.011	99.989
7	0.036	99.992	0.008	0.020	0.011	99.989
8	0.036	99.992	0.008	0.020	0.011	99.989
9	0.036	99.992	0.008	0.020	0.011	99.989
10	0.036	99.992	0.008	0.020	0.011	99.989

Decomposition of variance for diff LN CHI SHA				Decomposition of variance for diff LN Index AL
Period	Std err	diff LN IBOVESPA	diff LN index AL	Std err	diff LN IBOVESPA	diff LN index AL
1	0.036	100.000	0.000	0.020	0.009	99.991
2	0.036	99.992	0.008	0.020	0.011	99.989
3	0.036	99.992	0.008	0.020	0.011	99.989
4	0.036	99.992	0.008	0.020	0.011	99.989
5	0.036	99.992	0.008	0.020	0.011	99.989
6	0.036	99.992	0.008	0.020	0.011	99.989
7	0.036	99.992	0.008	0.020	0.011	99.989
8	0.036	99.992	0.008	0.020	0.011	99.989
9	0.036	99.992	0.008	0.020	0.011	99.989
10	0.036	99.992	0.008	0.020	0.011	99.989

Note:

Table reports the Forecast Error Variance Decomposition values calculated for impulse-response analysis

Source: Personal elaboration on Datastream (2021)