[R-SIG-Finance] [R-sig-finance] practicability of variance decomposition
ron_michael70 at yahoo.com
Thu Jul 16 19:06:26 CEST 2009
Hi all, in multi-variate TS literature, in terms of VAR, VECM etc, I see lot
of stuffs on Variance decomposition, however could not figure out what is
the practical use of that? What practical question it answers? Any idea?
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