fevd.varshrinkest: Forecast Error Variance Decomposition
In VARshrink: Shrinkage Estimation Methods for Vector Autoregressive Models
Description
Usage
Arguments
See Also
Description
Computes the forecast error variance decomposition of a VAR(p) for
n.ahead steps.
This is a modification of vars::fevd() for the class "varshrinkest".
Usage
1
2
## S3 method for class 'varshrinkest'
fevd(x, n.ahead = 10, ...)
Arguments
x
Object of class 'varshrinkest';
generated by VARshrink().
n.ahead
Integer specifying the steps.
...
Currently not used.
See Also
VARshrink documentation built on Oct. 9, 2019, 5:06 p.m.
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Description Usage Arguments See Also
Description
Computes the forecast error variance decomposition of a VAR(p) for n.ahead steps. This is a modification of vars::fevd() for the class "varshrinkest".
Usage
1 2 | ## S3 method for class 'varshrinkest'
fevd(x, n.ahead = 10, ...)
|
Arguments
x |
Object of class 'varshrinkest';
generated by |
n.ahead |
Integer specifying the steps. |
... |
Currently not used. |
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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