fevd.varshrinkest {VARshrink}

Forecast Error Variance Decomposition

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

## 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

fevd