Filtered Shocks and var decomposition

Hi, I using the option filtered_var in my estimation line, but after running the program, I don´t find the filtered shocks in the results mat file (oo.-). Someone knows where to find it.

Another question, when I make historical variance decomposition of shocks on GDP, what shock I should use, filtered shocks or smoother shock?.

I know that dynare make the asymptotic variance decomposition using posterior moments, someone know a m-file of historial variance decomposition that I can run with dynare ?.

Best regards.