Variance decomposition
| Variables | Period | % of estimate error variance | ||
|---|---|---|---|---|
| NIFTY | Oil price | CPI | ||
| NIFTY | 1 | 100.0000 | 0.000000 | 0.000000 |
| 4 | 98.55393 | 1.363765 | 0.082305 | |
| 8 | 97.48120 | 1.294925 | 1.223876 | |
| 12 | 96.07381 | 1.758205 | 2.167984 | |
| 16 | 96.42112 | 1.680381 | 1.898497 | |
| 20 | 96.38659 | 1.642278 | 1.971127 | |
| 24 | 96.37562 | 1.606290 | 2.018095 | |
| Oil price | 1 | 2.686079 | 97.31392 | 0.000000 |
| 4 | 10.71911 | 89.22086 | 0.060022 | |
| 8 | 15.59442 | 83.71712 | 0.688462 | |
| 12 | 23.11932 | 76.04150 | 0.839177 | |
| 16 | 25.57241 | 73.54480 | 0.882786 | |
| 20 | 26.92756 | 71.99912 | 1.073320 | |
| 24 | 27.81273 | 71.06965 | 1.117629 | |
| CPI | 1 | 2.366840 | 0.000359 | 97.63280 |
| 4 | 4.604269 | 1.914895 | 93.48084 | |
| 8 | 3.650203 | 7.805385 | 88.54441 | |
| 12 | 5.664727 | 13.45225 | 80.88302 | |
| 16 | 8.838775 | 20.09317 | 71.06805 | |
| 20 | 11.02034 | 26.71981 | 62.25985 | |
| 24 | 13.76157 | 32.31936 | 53.91907 | |
| Variables | Period | % of estimate error variance | ||
|---|---|---|---|---|
| NIFTY | Oil price | CPI | ||
| NIFTY | 1 | 100.0000 | 0.000000 | 0.000000 |
| 4 | 98.55393 | 1.363765 | 0.082305 | |
| 8 | 97.48120 | 1.294925 | 1.223876 | |
| 12 | 96.07381 | 1.758205 | 2.167984 | |
| 16 | 96.42112 | 1.680381 | 1.898497 | |
| 20 | 96.38659 | 1.642278 | 1.971127 | |
| 24 | 96.37562 | 1.606290 | 2.018095 | |
| Oil price | 1 | 2.686079 | 97.31392 | 0.000000 |
| 4 | 10.71911 | 89.22086 | 0.060022 | |
| 8 | 15.59442 | 83.71712 | 0.688462 | |
| 12 | 23.11932 | 76.04150 | 0.839177 | |
| 16 | 25.57241 | 73.54480 | 0.882786 | |
| 20 | 26.92756 | 71.99912 | 1.073320 | |
| 24 | 27.81273 | 71.06965 | 1.117629 | |
| CPI | 1 | 2.366840 | 0.000359 | 97.63280 |
| 4 | 4.604269 | 1.914895 | 93.48084 | |
| 8 | 3.650203 | 7.805385 | 88.54441 | |
| 12 | 5.664727 | 13.45225 | 80.88302 | |
| 16 | 8.838775 | 20.09317 | 71.06805 | |
| 20 | 11.02034 | 26.71981 | 62.25985 | |
| 24 | 13.76157 | 32.31936 | 53.91907 | |
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