The configure shocks function lets you select an alias and a color that is linked with each structural shock. The alias is typically a longer name for the shock such as "interest rate shock" rather than the name "etaR". The color is typically used in decompositions that involve the individual shocks rather than shock groups.
This function is also available on the toolbar.
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Page url: http://www.texlips.net/yada/help/index.html?configure_shocks.htm