Table 3. ForecastError Variance Decomposition
| Variable explained | steps | Dlm2 | dlfcl | dlrepi | dlgdp |
Dlm2 | 1 | 100 | 0 | 0 | 0 |
| 2 | 96.4 | 3.3 | 0.2 | 0.2 |
| 4 | 93.2 | 5.1 | 0.24 | 1 |
| 6 | 87.3 | 6.7 | 4.6 | 1.4 |
| 10 | 85.3 | 7.1 | 5.7 | 1.9 |
dlfcl | 1 | 39.7 | 60.3 | 0 | 0 |
| 2 | 38.2 | 56.4 | 1.4 | 4 |
| 4 | 41.1 | 49.4 | 5.3 | 4.2 |
| 6 | 29.9 | 46.1 | 10.6 | 3.4 |
| 10 | 40.2 | 43.7 | 12.7 | 3.4 |
dlrepi | 1 | 0.019 | 5.1 | 94.8 | 0 |
| 2 | 0.2 | 5.1 | 92.7 | 2 |
| 4 | 9.1 | 4.8 | 75 | 11.1 |
| 6 | 26.1 | 4.6 | 59.4 | 9.8 |
| 10 | 31.4 | 5 | 53.6 | 10 |
dlgdp | 1 | 2.5 | 3.2 | 0 | 94.3 |
| 2 | 7.3 | 4.4 | 0.1 | 88.2 |
| 4 | 6.2 | 4.2 | 0.7 | 88.9 |
| 6 | 10.3 | 5.7 | 0.6 | 83.3 |
| 10 | 12.2 | 6.5 | 1.5 | 79.7 |

求分析stata方差分解的结果,看不明白什么意思.....急