封面图片源自网络：

接着前面两期分析，今天介绍期限结构和收益率的方差分解代码：

function var_plot= var_term( Phi_DRAW,OMIGA_ff_DRAW,HH)

%%%% HH means the step length for forecast %%%%%%%%%%

%%%%%% get the forecast variance decomposition %%%%%%%

%%% SIGMA_u=P*P'%%%%

%%% OMIG=inv(P)*U %%%%

%%% Y=MU+SUM_(THITA_i*OMIG_i)   %%%%%%%%%%

A_1=Phi_DRAW';

SIGMA_u=OMIGA_ff_DRAW;       %%% the convrianc