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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()

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