Hello everyone
I have a question related to Forecast-error variance decomposition (FEVD) in PVAR model. When I run the fevd using pvarfevd , why is the default forecast horizon limited to 10 periods?
I have a question related to Forecast-error variance decomposition (FEVD) in PVAR model. When I run the fevd using pvarfevd , why is the default forecast horizon limited to 10 periods?
