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
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