MVARiPartSIP03_IBM_20161003 starting at 20-Nov-2018 13:09:18
------------------------------ secondFactor=100000
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP    nboSIP
   0.5182   0.6072  -0.02115  0.001838
per period var_w:    0.000000 sd_w:    0.000020
annualized var_w:  239.542936 sd_w:   15.477175
info share bounds:
             Min      Max
nbbPart  0.41578  0.42015
nboPart  0.57916  0.58352
nbbSIP   0.00066  0.00070
nboSIP   0.00000  0.00002
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.99928  0.99933
nbbSIP nboSIP    0.00067  0.00072
------------------------------ secondFactor=10000
Random walk decomposition for secondFactor=10000
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP     nboSIP
   0.5338   0.6228  -0.02148  -0.001834
per period var_w:    0.000000 sd_w:    0.000066
annualized var_w:  252.572322 sd_w:   15.892524
info share bounds:
             Min      Max
nbbPart  0.40390  0.43538
nboPart  0.56401  0.59532
nbbSIP   0.00057  0.00081
nboSIP   0.00000  0.00001
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.99918  0.99943
nbbSIP nboSIP    0.00057  0.00082
------------------------------ secondFactor=1000
Random walk decomposition for secondFactor=1000
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP    nboSIP
   0.5596   0.6469  -0.04498  -0.03873
per period var_w:    0.000000 sd_w:    0.000220
annualized var_w:  283.426713 sd_w:   16.835282
info share bounds:
             Min      Max
nbbPart  0.27951  0.52493
nboPart  0.39901  0.66836
nbbSIP   0.00122  0.08261
nboSIP   0.00092  0.11051
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.82639  0.99780
nbbSIP nboSIP    0.00220  0.17361
------------------------------ secondFactor=100
Random walk decomposition for secondFactor=100
Sum of vma coefficients:
  nbbPart  nboPart   nbbSIP    nboSIP
   0.6915   0.7382  -0.1282  -0.06002
per period var_w:    0.000001 sd_w:    0.000791
annualized var_w:  366.258440 sd_w:   19.137880
info share bounds:
             Min      Max
nbbPart  0.04842  0.64301
nboPart  0.05874  0.76747
nbbSIP   0.00151  0.52873
nboSIP   0.00035  0.65097
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.14200  0.99775
nbbSIP nboSIP    0.00225  0.85800
------------------------------ secondFactor=10
Random walk decomposition for secondFactor=10
Sum of vma coefficients:
  nbbPart  nboPart   nbbSIP  nboSIP
    0.815   0.9455  -0.2692   -0.28
per period var_w:    0.000006 sd_w:    0.002504
annualized var_w:  366.887495 sd_w:   19.154307
info share bounds:
             Min      Max
nbbPart  0.00610  0.71993
nboPart  0.00762  0.83190
nbbSIP   0.00066  0.70605
nboSIP   0.00066  0.81910
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.01698  0.99866
nbbSIP nboSIP    0.00134  0.98302
------------------------------ secondFactor=1
Random walk decomposition for secondFactor=1
Sum of vma coefficients:
  nbbPart  nboPart  nbbSIP   nboSIP
    1.589    1.111  -1.093  -0.4357
per period var_w:    0.000062 sd_w:    0.007883
annualized var_w:  363.486961 sd_w:   19.065334
info share bounds:
             Min      Max
nbbPart  0.00053  0.79587
nboPart  0.00138  0.90151
nbbSIP   0.00020  0.79524
nboSIP   0.00017  0.89946
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.00220  0.99959
nbbSIP nboSIP    0.00041  0.99780
Bridged IRF starting at secondFactor=100000
         0           1           2          3          4          5          6          7         8          9         10        20          30        40       50       60      70       80       90      100
nbbPart  1       0.995      0.9924     0.9898     0.9873     0.9848     0.9822     0.9797    0.9773     0.9748     0.9723    0.9643      0.9563    0.9485   0.9409   0.9336  0.9264   0.9194   0.9127    0.906
nboPart  0    0.001148    0.004453   0.007738    0.01101    0.01426    0.01749    0.02071   0.02391     0.0271    0.03027   0.04515     0.05977   0.07371  0.08704   0.0998   0.112   0.1238   0.1351   0.1459
nbbSIP   0  -0.0004605  -0.0008132   -0.00116  -0.001502   -0.00184  -0.002174  -0.002504  -0.00283  -0.003152  -0.003469    0.1189       0.226    0.3224   0.4092   0.4873  0.5575   0.6206   0.6772    0.728
nboSIP   0   4.262e-05   0.0002026  0.0003595  0.0005132  0.0006637   0.000811  0.0009552  0.001096   0.001235    0.00137  -0.00171  -0.0002327  0.004201  0.01116  0.02025  0.0311  0.04342  0.05692  0.07139
--------------------------------------------------
ISEC=2 secondFactor=10000
bridged IRF ... iShock=1
bridged IRF ... iShock=2
bridged IRF ... iShock=3
bridged IRF ... iShock=4
Original irf:
         0          1          2          3          4         5        6        7       8       9       10      20      30      40      50      60      70      80      90     100     200     300     400     500     600     700     800     900    1000    2000    3000    4000    5000    6000    7000    8000    9000   10000   20000   30000   40000   50000   60000   70000   80000   90000  100000  200000  300000  400000  500000  600000  700000  800000  900000  1000000  2000000  3000000  4000000  5000000
nbbPart  1     0.9819     0.9735     0.9659     0.9584    0.9511    0.944   0.9371  0.9303  0.9237   0.9173  0.9037  0.8987  0.8952  0.8928  0.8911  0.8897  0.8885  0.8875  0.8865  0.8751  0.8697  0.8646  0.8598   0.855  0.8504  0.8458  0.8414  0.8371  0.8397  0.8367  0.8339  0.8312  0.8284  0.8257   0.823  0.8204  0.8177  0.7926  0.7698  0.7489  0.7299  0.7126  0.6968  0.6824  0.6693  0.6573  0.5828  0.5532  0.5415  0.5369   0.535  0.5343   0.534  0.5339   0.5338   0.5338   0.5338   0.5338   0.5338
nboPart  0    0.02476    0.03922    0.05336    0.06686   0.07975  0.09209   0.1039  0.1153  0.1262   0.1366  0.1542  0.1675  0.1785   0.188  0.1966  0.2048  0.2128  0.2207  0.2284   0.237  0.2442  0.2515  0.2587  0.2659  0.2729  0.2798  0.2867  0.2935  0.2916   0.294  0.2962  0.2984  0.3006  0.3027  0.3048  0.3069   0.309  0.3289   0.347  0.3635  0.3785  0.3922  0.4047  0.4161  0.4265   0.436   0.495  0.5184  0.5277  0.5314  0.5328  0.5334  0.5336  0.5337   0.5338   0.5338   0.5338   0.5338   0.5338
nbbSIP   0  -0.001428     0.1305     0.2424     0.3432    0.4338   0.5153   0.5884  0.6541   0.713   0.7658  0.7575  0.8137  0.8428  0.8601  0.8701  0.8759  0.8791  0.8808  0.8815  0.8745  0.8697  0.8648  0.8599  0.8551  0.8504  0.8459  0.8415  0.8372  0.8397  0.8367  0.8339  0.8312  0.8284  0.8257   0.823  0.8204  0.8177  0.7927  0.7698   0.749    0.73  0.7126  0.6968  0.6824  0.6693  0.6574  0.5828  0.5532  0.5415  0.5369   0.535  0.5343   0.534  0.5339   0.5338   0.5338   0.5338   0.5338   0.5338
nboSIP   0   0.002304  -0.003687  -0.004068  -0.001313  0.004202  0.01204  0.02181  0.0332  0.0459  0.05967  0.1062  0.1249   0.144  0.1603  0.1742  0.1864  0.1971  0.2069   0.216  0.2352  0.2429  0.2503  0.2575  0.2646  0.2717  0.2786  0.2855  0.2923  0.2916   0.294  0.2962  0.2984  0.3005  0.3027  0.3048  0.3069   0.309  0.3289   0.347  0.3635  0.3785  0.3922  0.4047  0.4161  0.4265   0.436   0.495  0.5184  0.5277  0.5314  0.5328  0.5334  0.5336  0.5337   0.5338   0.5338   0.5338   0.5338   0.5338
Bridged irf:
         0          1         2           3         4        5        6       7        8        9       10      20      30      40      50      60      70      80      90     100
nbbPart  1     0.9723    0.9643      0.9563    0.9485   0.9409   0.9336  0.9264   0.9194   0.9127    0.906  0.8926  0.8872  0.8834   0.881  0.8794  0.8781   0.877  0.8761  0.8753
nboPart  0    0.03027   0.04515     0.05977   0.07371  0.08704   0.0998   0.112   0.1238   0.1351   0.1459   0.164  0.1779  0.1892  0.1987  0.2073  0.2155  0.2234  0.2311  0.2387
nbbSIP   0  -0.003469    0.1189       0.226    0.3224   0.4092   0.4873  0.5575   0.6206   0.6772    0.728   0.734  0.7947  0.8266  0.8456  0.8568  0.8632  0.8669  0.8689  0.8699
nboSIP   0    0.00137  -0.00171  -0.0002327  0.004201  0.01116  0.02025  0.0311  0.04342  0.05692  0.07139  0.1157  0.1344  0.1537  0.1702  0.1843  0.1966  0.2074  0.2172  0.2262
--------------------------------------------------
ISEC=3 secondFactor=1000
bridged IRF ... iShock=1
bridged IRF ... iShock=2
bridged IRF ... iShock=3
bridged IRF ... iShock=4
Original irf:
         0        1       2       3        4       5       6       7       8       9      10      20      30      40      50      60      70      80      90     100     200     300     400     500     600     700     800     900    1000    2000    3000    4000    5000    6000    7000    8000    9000   10000   20000   30000   40000   50000   60000   70000   80000   90000  100000  200000  300000  400000  500000
nbbPart  1   0.9199  0.9271  0.9225   0.9203   0.918  0.9158  0.9136  0.9114  0.9091  0.9068  0.8941  0.8885  0.8832  0.8779  0.8728  0.8678  0.8629  0.8581  0.8535  0.8506  0.8439  0.8376  0.8317  0.8261  0.8208  0.8157   0.811  0.8065  0.8005  0.7855  0.7717  0.7587  0.7466  0.7351  0.7244  0.7143  0.7049  0.6369  0.6007  0.5815  0.5713  0.5658  0.5629  0.5614  0.5605  0.5601  0.5596  0.5596  0.5596  0.5596
nboPart  0  0.08516  0.1052  0.1225    0.136  0.1469  0.1563  0.1647  0.1724  0.1796  0.1866   0.201  0.2087   0.216  0.2232  0.2303  0.2373  0.2443  0.2511  0.2579   0.267  0.2791  0.2909  0.3024  0.3137  0.3248  0.3357  0.3464  0.3568  0.3646  0.3769  0.3881  0.3985  0.4084  0.4176  0.4263  0.4345  0.4421  0.4971  0.5263  0.5419  0.5502  0.5546  0.5569  0.5582  0.5589  0.5592  0.5596  0.5596  0.5596  0.5596
nbbSIP   0   0.6109  0.6581  0.7642   0.8157  0.8516  0.8736  0.8873  0.8956  0.9002  0.9025  0.8921  0.8886  0.8834  0.8782  0.8731   0.868  0.8631  0.8583  0.8537  0.8507  0.8439  0.8377  0.8317  0.8261  0.8208  0.8157   0.811  0.8065  0.8006  0.7855  0.7717  0.7587  0.7466  0.7351  0.7244  0.7143  0.7049  0.6369  0.6007  0.5815  0.5713  0.5658  0.5629  0.5614  0.5605  0.5601  0.5596  0.5596  0.5596  0.5596
nboSIP   0   0.0246  0.0553  0.0712  0.09144  0.1094  0.1253  0.1393  0.1515  0.1622  0.1719  0.1983  0.2072  0.2148   0.222  0.2291  0.2362  0.2431    0.25  0.2568  0.2668  0.2789  0.2907  0.3023  0.3136  0.3247  0.3356  0.3462  0.3567  0.3646  0.3769   0.388  0.3985  0.4084  0.4176  0.4263  0.4345  0.4421  0.4971  0.5263  0.5419  0.5502  0.5546  0.5569  0.5582  0.5589  0.5592  0.5596  0.5596  0.5596  0.5596
Bridged irf:
         0        1       2       3       4       5       6       7       8       9      10      20      30      40      50      60      70      80      90     100
nbbPart  1    0.906  0.8926  0.8872  0.8834   0.881  0.8794  0.8781   0.877  0.8761  0.8753  0.8661  0.8612  0.8565   0.852  0.8476  0.8433  0.8391   0.835   0.831
nboPart  0   0.1459   0.164  0.1779  0.1892  0.1987  0.2073  0.2155  0.2234  0.2311  0.2387  0.2503  0.2574  0.2642  0.2709  0.2774  0.2839  0.2904  0.2967   0.303
nbbSIP   0    0.728   0.734  0.7947  0.8266  0.8456  0.8568  0.8632  0.8669  0.8689  0.8699  0.8646  0.8611  0.8567  0.8522  0.8477  0.8434  0.8392  0.8351  0.8311
nboSIP   0  0.07139  0.1157  0.1344  0.1537  0.1702  0.1843  0.1966  0.2074  0.2172  0.2262  0.2481  0.2561   0.263  0.2697  0.2763  0.2828  0.2893  0.2956  0.3019
--------------------------------------------------
ISEC=4 secondFactor=100
bridged IRF ... iShock=1
bridged IRF ... iShock=2
bridged IRF ... iShock=3
bridged IRF ... iShock=4
Original irf:
         0       1       2       3       4       5       6       7       8       9      10      20      30      40      50      60      70      80      90     100     200     300     400     500     600     700     800     900    1000    2000    3000    4000    5000    6000    7000    8000    9000   10000   20000   30000   40000   50000
nbbPart  1  0.9638   0.949   0.945  0.9392  0.9336  0.9282  0.9229  0.9176  0.9125  0.9074  0.9025  0.8956  0.8892  0.8831  0.8774   0.872  0.8669  0.8622  0.8577  0.8506  0.8387  0.8291  0.8216  0.8157  0.8115  0.8087  0.8072   0.807  0.7967  0.7697  0.7494  0.7345  0.7235  0.7152  0.7091  0.7046  0.7012   0.692  0.6916  0.6915  0.6915
nboPart  0   0.199  0.2499  0.2615  0.2693  0.2756  0.2816  0.2876  0.2934  0.2992  0.3049  0.3143  0.3275  0.3403  0.3528   0.365   0.377  0.3888  0.4003  0.4116  0.4366  0.4662  0.4935  0.5191  0.5432  0.5659  0.5874  0.6078  0.6272  0.6329  0.6486  0.6598   0.668  0.6741  0.6786  0.6819  0.6844  0.6862  0.6913  0.6915  0.6915  0.6915
nbbSIP   0  0.9053  0.9197  0.9424  0.9387   0.934  0.9287  0.9233  0.9181  0.9129  0.9079  0.9025  0.8956  0.8891  0.8831  0.8774   0.872  0.8669  0.8622  0.8577  0.8506  0.8387  0.8291  0.8216  0.8157  0.8115  0.8087  0.8072   0.807  0.7967  0.7697  0.7494  0.7345  0.7235  0.7152  0.7091  0.7046  0.7012   0.692  0.6916  0.6915  0.6915
nboSIP   0  0.1666  0.2459  0.2598  0.2684  0.2749  0.2809  0.2869  0.2927  0.2985  0.3042  0.3141  0.3273  0.3401  0.3526  0.3649  0.3769  0.3886  0.4001  0.4114  0.4366  0.4661  0.4935  0.5191  0.5432  0.5659  0.5874  0.6078  0.6272  0.6329  0.6486  0.6598   0.668  0.6741  0.6786  0.6819  0.6844  0.6862  0.6913  0.6915  0.6915  0.6915
Bridged irf:
         0       1       2       3       4       5       6       7       8       9      10      20      30      40      50      60      70      80      90     100
nbbPart  1  0.8753  0.8661  0.8612  0.8565   0.852  0.8476  0.8433  0.8391   0.835   0.831  0.8274  0.8215  0.8161  0.8109  0.8061  0.8016  0.7974  0.7934  0.7897
nboPart  0  0.2387  0.2503  0.2574  0.2642  0.2709  0.2774  0.2839  0.2904  0.2967   0.303  0.3109  0.3227  0.3342  0.3454  0.3564  0.3672  0.3777  0.3881  0.3982
nbbSIP   0  0.8699  0.8646  0.8611  0.8567  0.8522  0.8477  0.8434  0.8392  0.8351  0.8311  0.8273  0.8215   0.816  0.8109  0.8061  0.8016  0.7973  0.7934  0.7897
nboSIP   0  0.2262  0.2481  0.2561   0.263  0.2697  0.2763  0.2828  0.2893  0.2956  0.3019  0.3108  0.3226   0.334  0.3453  0.3563   0.367  0.3776  0.3879  0.3981
--------------------------------------------------
ISEC=5 secondFactor=10
bridged IRF ... iShock=1
bridged IRF ... iShock=2
bridged IRF ... iShock=3
bridged IRF ... iShock=4
Original irf:
         0       1       2       3       4       5       6       7       8       9      10      20      30      40      50      60      70      80      90     100     200     300     400     500     600     700     800     900    1000    2000   3000   4000   5000
nbbPart  1  0.9715  0.9886  0.9822   0.978   0.974  0.9703  0.9668  0.9636  0.9607  0.9581  0.9505   0.941  0.9337  0.9282  0.9244   0.922   0.921  0.9212  0.9226  0.9195  0.8928  0.8728  0.8581  0.8471  0.8389  0.8328  0.8282  0.8249  0.8155  0.815  0.815  0.815
nboPart  0  0.4323   0.423  0.4373  0.4498  0.4622  0.4745  0.4865  0.4983  0.5099  0.5214  0.5469  0.5768  0.6047  0.6309  0.6557  0.6792  0.7015  0.7228  0.7431  0.7588  0.7741  0.7847  0.7924  0.7982  0.8025  0.8057  0.8081  0.8098  0.8147  0.815  0.815  0.815
nbbSIP   0  0.9717  0.9887  0.9822  0.9781   0.974  0.9703  0.9668  0.9637  0.9608  0.9581  0.9506   0.941  0.9338  0.9283  0.9244  0.9221   0.921  0.9213  0.9226  0.9195  0.8928  0.8728  0.8581  0.8471  0.8389  0.8328  0.8282  0.8249  0.8155  0.815  0.815  0.815
nboSIP   0  0.4322  0.4231  0.4371  0.4497  0.4621  0.4743  0.4863  0.4982  0.5098  0.5213  0.5469  0.5768  0.6047  0.6309  0.6557  0.6792  0.7015  0.7227  0.7431  0.7588  0.7741  0.7847  0.7924  0.7982  0.8025  0.8057  0.8081  0.8098  0.8147  0.815  0.815  0.815
Bridged irf:
         0       1       2       3       4       5       6       7       8       9      10      20      30      40      50      60      70      80      90     100     200     300     400     500     600     700     800     900    1000    2000    3000    4000    5000
nbbPart  1   0.831  0.8274  0.8215  0.8161  0.8109  0.8061  0.8016  0.7974  0.7934  0.7897  0.7821  0.7725   0.765   0.759  0.7545  0.7514  0.7494  0.7485  0.7487  0.7458  0.7217  0.7037  0.6904  0.6804  0.6731  0.6676  0.6635  0.6604   0.652  0.6516  0.6515  0.6515
nboPart  0   0.303  0.3109  0.3227  0.3342  0.3454  0.3564  0.3672  0.3777  0.3881  0.3982  0.4179   0.444  0.4681  0.4908  0.5122  0.5323  0.5515  0.5696  0.5869  0.6008  0.6146  0.6242  0.6312  0.6364  0.6402  0.6431  0.6453  0.6469  0.6513  0.6515  0.6515  0.6515
nbbSIP   0  0.8311  0.8273  0.8215   0.816  0.8109  0.8061  0.8016  0.7973  0.7934  0.7897  0.7822  0.7726   0.765  0.7591  0.7546  0.7514  0.7494  0.7486  0.7487  0.7458  0.7217  0.7037  0.6904  0.6804  0.6731  0.6676  0.6635  0.6604   0.652  0.6516  0.6515  0.6515
nboSIP   0  0.3019  0.3108  0.3226   0.334  0.3453  0.3563   0.367  0.3776  0.3879  0.3981  0.4179   0.444  0.4681  0.4908  0.5122  0.5323  0.5514  0.5696  0.5869  0.6008  0.6146  0.6242  0.6311  0.6364  0.6402  0.6431  0.6453  0.6469  0.6513  0.6515  0.6515  0.6515

--------------------------------------------------
Bridged random walk decomposition
vma1 =
    0.6515    0.7774   -0.0358   -0.0367
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP    nboSIP
   0.6515   0.7774  -0.03582  -0.03668
per period var_w:    0.000000 sd_w:    0.000026
annualized var_w:  387.445508 sd_w:   19.683636
info share bounds:
             Min      Max
nbbPart  0.40628  0.41068
nboPart  0.58685  0.59127
nbbSIP   0.00119  0.00125
nboSIP   0.00117  0.00131
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.99745  0.99763
nbbSIP nboSIP    0.00237  0.00255
MVARiPartSIP03
