Prints decomposition of forecast error variance tables

manip

models

print

print.dfev

Provides methods for estimating frequentist and Bayesian
        Vector Autoregression (VAR) models and Markov-switching
        Bayesian VAR (MSBVAR).  Functions for reduced form and
        structural VAR models are also available. Includes methods for
        the generating posterior inferences for these models,
        forecasts, impulse responses (using likelihood-based error
        bands), and forecast error decompositions.  Also includes
        utility functions for plotting forecasts and impulse responses,
        and generating draws from Wishart and singular multivariate
        normal densities.  Current version includes functionality to
        build and evaluate models with Markov switching.

print.dfev: Printing DFEV tables

Description

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See Also