Hi,
I have monthly data from 1996-2006 and I'm using Choleski variance decomposition. Currently I set forecast horizon to be 119 and read the values out every 12 steps (for 1 year period). Well, it's still doable, but i was just wondering in the case that I have a longer time series data and I'm only interested in the yearly fevd, is there a way I can get the results of every 12 steps?
Thanks,
Tik
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