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Export fev function
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matdehaven committed Nov 9, 2023
1 parent ad951ce commit 95418d3
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1 change: 1 addition & 0 deletions NAMESPACE
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Expand Up @@ -28,6 +28,7 @@ S3method(plot,fevdirf)
S3method(plot,fevfd)
S3method(plot,irffd)
export(bootstrap)
export(fev)
export(fevdfd)
export(fevfd)
export(hd)
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8 changes: 8 additions & 0 deletions R/fev.R
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Expand Up @@ -5,6 +5,14 @@
#'
#' @return forecast error variance
#'
#' @export
#'
#' @examples
#' x <- svars::USA
#' v <- vars::VAR(x, p = 2)
#' mvar <- id_fevdtd(v, "pi", 4:10)
#' fev(mvar)
#'
fev <- function(var, n_ahead = 20) {
n <- colnames(var$y)
k <- length(n)
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7 changes: 7 additions & 0 deletions man/fev.Rd

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