VARResults.fevd(periods=10, var_decomp=None) [source]
Compute forecast error variance decomposition (“fevd”)
| Returns: | fevd |
|---|---|
| Return type: | FEVD instance |
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© 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.VARResults.fevd.html