Table 18. Fevd for diff LN CHISHA_2 vs... | Emerald Publishing

Table 18.

Fevd for diff LN CHISHA_2 vs diff LN index AL_2

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	0.015	100.000	0.000	0.024	0.923	99.077
2	0.015	99.731	0.269	0.025	0.942	99.058
3	0.015	99.729	0.271	0.025	0.942	99.058
4	0.015	99.729	0.271	0.025	0.942	99.058
5	0.015	99.729	0.271	0.025	0.942	99.058
6	0.015	99.729	0.271	0.025	0.942	99.058
7	0.015	99.729	0.271	0.025	0.942	99.058
8	0.015	99.729	0.271	0.025	0.942	99.058
9	0.015	99.729	0.271	0.025	0.942	99.058
10	0.015	99.729	0.271	0.025	0.942	99.058

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	0.015	100.000	0.000	0.024	0.923	99.077
2	0.015	99.731	0.269	0.025	0.942	99.058
3	0.015	99.729	0.271	0.025	0.942	99.058
4	0.015	99.729	0.271	0.025	0.942	99.058
5	0.015	99.729	0.271	0.025	0.942	99.058
6	0.015	99.729	0.271	0.025	0.942	99.058
7	0.015	99.729	0.271	0.025	0.942	99.058
8	0.015	99.729	0.271	0.025	0.942	99.058
9	0.015	99.729	0.271	0.025	0.942	99.058
10	0.015	99.729	0.271	0.025	0.942	99.058

Note:

Table reports the forecast error variance decomposition values calculated for impulse-response analysis

Source: Personal elaboration on Datastream (2021)