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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()

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.vector_ar.var_model.FEVD.html