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tsDyn
fevd.nlVar
fevd.nlVar function
Forecast Error Variance Decomposition
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tsDyn package
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Maintainer: Matthieu Stigler
License: GPL (>= 2)
Last published: 2024-02-01
Useful links
https://github.com/MatthieuStigler/tsDyn/issues
https://github.com/MatthieuStigler/tsDyn/wiki