statsmodels.tsa.vector_ar.var_model.FEVD

class statsmodels.tsa.vector_ar.var_model.FEVD(model, P=None, periods=None)[source]

Compute and plot Forecast error variance decomposition and asymptotic standard errors

Methods

cov()

Compute asymptotic standard errors

plot([periods, figsize])

Plot graphical display of FEVD

summary()


Last update: Feb 14, 2024