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statsmodels.tsa.vector_ar.svar_model.SVARResults.fpe
statsmodels.tsa.vector_ar.svar_model.SVARResults.fpe
¶
property
SVARResults.
fpe
¶
Final Prediction Error (FPE)
Lütkepohl p. 147, see info_criteria
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SVARResults.fpe
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statsmodels.tsa.vector_ar.svar_model.SVARResults.fpe