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statsmodels.tsa.vector_ar.var_model.VARResults.fevd
statsmodels.tsa.vector_ar.var_model.VARResults.fevd
¶
VARResults.
fevd
(
periods
=
10
,
var_decomp
=
None
)
[source]
¶
Compute forecast error variance decomposition (“fevd”)
Returns
:
fevd
FEVD
instance
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statsmodels.tsa.vector_ar.var_model.VARResults.fevd
VARResults.fevd
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statsmodels.tsa.vector_ar.var_model.VARResults.fevd