plot_variance_decomposition
Plot forecast-error variance decomposition as a panel figure showing how much each shock explains a variable's h-step forecast variance over time, with optional bootstrap confidence bands.
Instructions
FIGURE — The forecast-error variance decomposition, in the IRF's layout.
Panel (i, j): the % of the h-step forecast-error variance of i due to the shock of j, h = 1..H, as impulses on a 0-100 axis with the 95 % band dashed. A row reads the same as in plot_impulse_response. On a VEC: the levels' decomposition (drvec), the bootstrap's band from irf_bands.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"name": "<name>"
},
"name": "plot_variance_decomposition"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| name | Yes | ||
| path | No | ||
| bands | No | ||
| ndraws | No | ||
| horizon | No |