Apologies if I'm not allowed to post a question on here from another platform, I'll remove this if that's the case.
I've have run an SVAR Model, and I'm interested in constructing a historical decomposition of shocks to the variables in my model. I had posted my question on stackexchange (see https://stats.stackexchange.com/questions/503334/historical-decomposition-on-svar-model-in-r), but I'm wondering whether anyone here has done something similar and has advice on how to approach this?
TIA! Once again, apologies if my request is not allowed on here.