{"version":"1.0","type":"link","title":"Variance decomposition of forecast errors - Newikis","description":"In econometrics and other applications of multivariate time series analysis, a variance decomposition or forecast error variance decomposition (FEVD) is used to aid in the interpretation of a vector autoregression (VAR) model once it has been fitted. The variance decomposition indicates the amount…","provider_name":"Newikis","provider_url":"https://newikis.com","cache_age":86400}