plot_fevd#

impulso.plotting.plot_fevd(result, figsize=None)[source]#

Plot forecast error variance decomposition as stacked areas.

One panel per response variable, showing the share of forecast error variance attributable to each structural shock.

Parameters:
  • result (FEVDResult) – FEVDResult from IdentifiedVAR.fevd().

  • figsize (tuple[float, float] | None) – Figure size. Defaults to (7, 2 * n_vars).

Returns:

Matplotlib Figure.

Return type:

Figure