statsmodels.tsa.vector_ar.var_model.FEVD¶

class statsmodels.tsa.vector_ar.var_model.FEVD(model, P=None, periods=None)[ソース]¶

Compute and plot Forecast error variance decomposition and asymptotic standard errors

Methods

cov()	Compute asymptotic standard errors
plot([periods, figsize])	Plot graphical display of FEVD
summary()