summary.PosteriorFEVD: Provides posterior summary of forecast error variance...

In bsvars: Bayesian Estimation of Structural Vector Autoregressive Models

Provides posterior summary of forecast error variance decompositions

Description

Provides posterior means of the forecast error variance decompositions of each variable at all horizons.

Usage

## S3 method for class 'PosteriorFEVD'
summary(object, ...)

Arguments

object	an object of class PosteriorFEVD obtained using the compute_variance_decompositions() function containing draws from the posterior distribution of the forecast error variance decompositions.
...	additional arguments affecting the summary produced.

Value

A list reporting the posterior mean of the forecast error variance decompositions of each variable at all horizons.

Author(s)

Tomasz Woźniak [e-mail]

See Also

compute_variance_decompositions

Examples

specification  = specify_bsvar$new(us_fiscal_lsuw)
burn_in        = estimate(specification, 5)
posterior      = estimate(burn_in, 5)

# compute forecast error variance decompositions
fevd           = compute_variance_decompositions(posterior, horizon = 4)
fevd_summary   = summary(fevd)
fevd_summary

# workflow with the pipe |>
############################################################
us_fiscal_lsuw |>
  specify_bsvar$new() |>
  estimate(S = 5) |> 
  estimate(S = 5) |> 
  compute_variance_decompositions(horizon = 4) |>
  summary() -> fevd_summary
fevd_summary

bsvars documentation built on Aug. 22, 2026, 5:09 p.m.