This function computes the decomposition of standard forecast error vector decomposition given the estimate of the VAR. The decomposition is done according to the Stiassny (1996)
fftGenFEVD(est, n.ahead = 100, no.corr = F, range)the VAR estimate from the vars package
how many periods ahead should be taken into account
boolean if the off-diagonal elements should be set to 0.
defines the frequency partitions to which the spillover should be decomposed
a list of matrices that corresponds to contribution of ith variable to jth variance of forecast