FEVDResult

class impulso.results.FEVDResult(*, idata, horizon, var_names)

Bases: VARResultBase

Result from forecast error variance decomposition.

Parameters:

• idata (InferenceData)

• horizon (int)

• var_names (list[str])

idata

ArviZ InferenceData with FEVD draws.

horizon

Number of FEVD horizons.

Type:

int

var_names

Names of variables.

Type:

list[str]

hdi(prob=0.89)

HDI for FEVD.

Returns:

HDIResult whose lower / upper DataFrames mirror the shape and labels of median().

Parameters:

prob (float)

Return type:

HDIResult

median()

Posterior median FEVD.

Returns:

DataFrame indexed by horizon (integer 0..H) with a MultiIndex([‘response’, ‘shock’]) on columns.

Return type:

DataFrame

model_config = {'arbitrary_types_allowed': True, 'frozen': True}

Configuration for the model, should be a dictionary conforming to [ConfigDict][pydantic.config.ConfigDict].

plot()

Plot FEVD.

Return type:

Figure

to_dataframe()

Convert FEVD to DataFrame (passthrough to median()).

Return type:

DataFrame