fevd.varshrinkest: 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 varshrinkest
fevd(x, n.ahead = 10, ...)
Arguments
x
Object of class 'varshrinkest';
generated by VARshrink()
.
n.ahead
Integer specifying the steps.