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VARResults.fevd()

statsmodels.tsa.vector_ar.var_model.VARResults.fevd

VARResults.fevd(periods=10, var_decomp=None) [source]

Compute forecast error variance decomposition (?fevd?)

Returns:	fevd : FEVD instance

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.tsa.vector_ar.var_model.VARResults.fevd.html

doc_statsmodels

2025-01-10 15:47:30

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