{smcl} {* *! version 16.0 18march2021}{...} {p2colset 1 16 18 2}{...} {p2col:{bf:[VAR-NR] var_nr_fevd_plot} {hline 2}}plot forecast error variance decomposition(s) with confidence bands {p_end} {p2colreset}{...} {marker syntax}{...} {title:Syntax} {p 8 12 2} {cmd:var_nr_fevd_plot } {cmd:,} {cmd:} {opt var:name("string")} {opt opt:name("string")} {opt fevd("string")} [{opt fevdb:ands("string")} {opt sr:name("string")}] {marker description}{...} {title:Description} {pstd} {cmd:var_nr_fevd_plot} plots the forecast error variance decompositions estimated using {help var_nr_fevd:var_nr_fevd} specified in {opt fevd} for the SVAR specified in {opt var:name} and estimated previously using {help var_nr:var_nr}. It also plots confidence intervals. {pstd} If the SVAR was identified using short-run or long-run zero restrictions, {opt fevdb:ands} should be specified with the name of the FEVD bands object output by {help var_nr_fevd_bands:var_nr_fevd_bands}. In this case, {opt sr:name} should not be specified. {pstd} If the SVAR was identified using [narrative] sign restrictions, {opt sr:name} must be specified with the name of the credible set output by {help var_nr_sign_restrict:var_nr_sign_restrict}. In this case, {opt fevdb:ands} should not be specified. {pstd} Options for forecast error variance decomposition plotting are set to defaults when {help var_nr:var_nr} is run and are adjusted using {help var_nr_options:var_nr_options} in Stata or using standard {it:structure.element} structure syntax in Mata. Options affecting FEVD plotting are outlined below. Note that the options that determine the {help var_nr_fevd:var_nr_fevd} and {help var_nr_fevd_bands:var_nr_fevd_bands} calculations also affect {cmd:var_nr_fevd_plot()}, so these should be kept constant for the purpose of plotting. {dlgtab:Options} {phang} {opt save_fmt} specifies the file type that output plots should be saved as. Outputs are automatically saved to the current working directory. If "none" is specified, then the plots are displayed, but not saved. "none" is the default. {phang} {opt shck_plt} allows the user to select just one shock for which impulse responses should be plotted. If "all" is specified, {cmd:var_nr_fevd_plot()} will plot forecast error variance decompositions for all endogenous variables. If a variable name or, in the [narrative] sign restrictions case, a shock name is specified, the function will only plot the impulse response for the specified shock. "all" is the default. {marker remarks}{...} {title:Remarks} {pstd} {cmd:var_nr_fevd_plot()} calls the Mata function {bf:{help fevd_plot:fevd_plot}}. {p 4 4 2} For an overview of functions in the toolbox, see {bf:[VAR-NR] var_nr Toolbox {hline 2} {help var_nr_stata_functions:Stata functions} and {help var_nr_mata_functions:Mata functions}}. {marker source}{...} {title:Sources} {p 4 4 2} Code follows Kilian and Lutkepohl's notation in {it:Structural Vector Autoregressive Analysis} (2016). {p_end}