Results#
Base class for VAR post-estimation results. |
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Result from VAR forecasting. |
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Result from conditional forecasting. |
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Result from structural scenario analysis. |
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Result from exogenous dynamic-multiplier computation. |
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Result from impulse response function computation. |
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Result from forecast error variance decomposition. |
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Result from the propagated historical decomposition. |
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Historical counterfactual paths alongside the actual data. |
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Structured HDI output with separate lower/upper bounds. |
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Result from lag order selection. |
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Result from a univariate stationarity or unit-root test. |
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Result from the Johansen cointegration rank test. |
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Result from sequential integration-order determination. |
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Posterior Granger-causal strength for one ordered cause-effect pair. |
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Density forecast from a univariate SV model. |
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Result from univariate SV fit — posterior of conditional SD. |