statsmodels.tsa.vector_ar.svar_model.SVARResults.fevd¶
-
SVARResults.fevd(periods=
10, var_decomp=None)¶ Compute forecast error variance decomposition (“fevd”)
- Returns:¶
- fevd
FEVDinstance
- fevd
Last update:
Dec 16, 2024
10, var_decomp=None)¶Compute forecast error variance decomposition (“fevd”)
FEVD instance