Impulse response function, forecast-error variance decomposition क्या है?

The impulse response function gives the effect on $Y_{t+h}$ of a one-standard-deviation shock at $t$; with correlated shocks, they are first orthogonalised by the Cholesky factor of $\Sigma$, which makes the result depend on the ordering of the variables. The forecast-error variance decomposition gives the share of each variable’s $h$-step forecast-error variance attributable to each orthogonalised shock.