n.ahead
steps.## S3 method for class 'varest':
fevd(x, n.ahead=10, ...)
## S3 method for class 'svarest':
fevd(x, n.ahead=10, ...)
varest
svarest
varfevd
K
holding the forecast error variances as matrices.VAR
, SVAR
, Phi
, Psi
, plot.varfevd
data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
fevd(var.2c, n.ahead = 5)
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