Results#

VARResultBase

Base class for VAR post-estimation results.

ForecastResult

Result from VAR forecasting.

IRFResult

Result from impulse response function computation.

FEVDResult

Result from forecast error variance decomposition.

HistoricalDecompositionResult

Result from historical decomposition.

HDIResult

Structured HDI output with separate lower/upper bounds.

LagOrderResult

Result from lag order selection.

SVForecastResult

Density forecast from a univariate SV model.

VolatilityResult

Result from univariate SV fit — posterior of conditional SD.