The RATS Software Forum

Thank you Tom.

Thank you very much for the prompt and detailed answer. Do you have any suggestions on changes to the VAR Setup? Would you suggest running different models?

While interpreting the variance decomposition I came across something I cannot explain myself. When I change the ordering of the variables in the VAR the Variance Decomposition of the variable that is listed first stays the same (Although It is now a different variable). Shouldn't the Variance Decom...