' variance decomposition
' replicates Lutkepohl (1991) pp.111-113
' version 4 beta
' 1/10/2000 h
' last checked 10/27/2000 h

'change path to program path
%path = @runpath
cd "{%path}"

' load workfile
load lut1

' estimate VAR
smpl 1960:1 1978:4
var1.ls 1 2 y1 y2 y3 @ c

' variance decomposition with Monte Carlo standard errors
freeze(tab35) var1.decomp(t,imp=chol,se=mc,rep=500,matbyr=mat35) y1 y2 y3 @ @ y1 y2 y3
show tab35

