Skip to main content

Table 6 Variance decomposition

From: Role of foreign direct investments in agriculture, forestry and fishing in developing countries

Response variable and forecast horizon

Impulse variable

FDI

VA

DFA

GFC

FDI

0

0

0

0

0

1

1

0

0

0

2

0.8055624

0.0546782

0.1305487

0.0092107

3

0.7869866

0.0755716

0.128301

0.0091408

4

0.7688392

0.0933242

0.1284195

0.0094171

5

0.7548875

0.1085172

0.1272704

0.0093249

6

0.7420815

0.1220162

0.1265758

0.0093265

7

0.730903

0.1339534

0.1258464

0.0092972

8

0.7209082

0.1445763

0.1252346

0.0092809

9

0.7120129

0.1540474

0.1246768

0.009263

10

0.7040535

0.1625162

0.124182

0.0092482

VA

0

0

0

0

0

1

0.0716618

0.9283382

0

0

2

0.0429272

0.8907034

0.0580759

0.0082936

3

0.037063

0.8926349

0.0627992

0.0075029

4

0.0336507

0.890612

0.0679352

0.007802

5

0.0318229

0.8902867

0.0701147

0.0077756

6

0.0305822

0.8898315

0.0717713

0.0078151

7

0.0297245

0.8895843

0.0728654

0.0078258

8

0.029087

0.8893798

0.0736944

0.0078388

9

0.0285999

0.88923

0.0743229

0.0078472

10

0.0282158

0.8891097

0.0748201

0.0078543

DFA

0

0

0

0

0

1

0.00896

0.0058009

0.9852391

0

2

0.0104409

0.0614479

0.9271096

0.0010016

3

0.0114125

0.1166953

0.8705162

0.001376

4

0.0120703

0.1620835

0.8240482

0.0017981

5

0.0126308

0.1992441

0.7860222

0.0021028

6

0.0130877

0.2301082

0.7544356

0.0023685

7

0.0134744

0.256052

0.7278859

0.0025878

8

0.0138019

0.2780876

0.7053351

0.0027753

9

0.0140829

0.2969691

0.6860125

0.0029356

10

0.0143254

0.31327

0.6693305

0.0030741

GFC

0

0

0

0

0

1

0.0366768

0.0485134

0.0656898

0.84912

2

0.0357273

0.0397243

0.2294772

0.6950713

3

0.035864

0.0388171

0.2385513

0.6867676

4

0.0358491

0.0387668

0.2398525

0.6855315

5

0.0358563

0.0387576

0.2399733

0.6854128

6

0.035854

0.0387728

0.2399969

0.6853763

7

0.0358545

0.0387832

0.2399942

0.685368

8

0.0358541

0.0387944

0.2399934

0.6853581

9

0.0358541

0.0388042

0.2399912

0.6853504

10

0.0358539

0.0388134

0.2399897

0.6853431