Results#

VARResultBase

Base class for VAR post-estimation results.

ForecastResult

Result from VAR forecasting.

ConditionalForecastResult

Result from conditional forecasting.

ScenarioResult

Result from structural scenario analysis.

DynamicMultiplierResult

Result from exogenous dynamic-multiplier computation.

IRFResult

Result from impulse response function computation.

FEVDResult

Result from forecast error variance decomposition.

HistoricalDecompositionResult

Result from the propagated historical decomposition.

CounterfactualResult

Historical counterfactual paths alongside the actual data.

HDIResult

Structured HDI output with separate lower/upper bounds.

LagOrderResult

Result from lag order selection.

StationarityTestResult

Result from a univariate stationarity or unit-root test.

CointegrationTestResult

Result from the Johansen cointegration rank test.

IntegrationOrderResult

Result from sequential integration-order determination.

GrangerCausalityResult

Posterior Granger-causal strength for one ordered cause-effect pair.

SVForecastResult

Density forecast from a univariate SV model.

VolatilityResult

Result from univariate SV fit — posterior of conditional SD.