fevd: fevd

View source: R/fevd.R

fevdR Documentation

fevd

Description

Function used to compute forecast error variance decomposition as in Kilian, Luetkepohl

Usage

fevd(
  varresult,
  n.ahead = 10,
  plot = T,
  ylab = "Variance contribution",
  xlab = "Forecast horizon",
  title = NULL,
  theme = ggplot2::theme_bw()
)

Arguments

n.ahead

pat-alt/SVAA documentation built on Jan. 19, 2024, 7:45 p.m.