Description Usage Arguments Value Author(s)

This function computes the standard forecast error vector decomposition given the estimate of the VAR.

1 | ```
fevd(est, n.ahead = 100, no.corr = F)
``` |

`est` |
the VAR estimate from the vars package |

`n.ahead` |
how many periods ahead should be taken into account |

`no.corr` |
boolean if the off-diagonal elements should be set to 0. |

a matrix that corresponds to contribution of ith variable to jth variance of forecast

Tomas Krehlik [email protected]

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