Error when getting variance decomp from SVAR in statsmodels

I have set up an SVAR model. When I attempt to get the variance decomposition, the following error raised:

TypeError Traceback (most recent call last)
~\AppData\Local\Temp/ipykernel_10304/ in
----> 1 fevd = results.fevd()
2 print(fevd.summary())

~\anaconda3-new\lib\site-packages\statsmodels\tsa\vector_ar\ in fevd(self, periods, var_decomp)
1881 fevd : FEVD instance
1882 “”"
→ 1883 return FEVD(self, P=var_decomp, periods=periods)
1885 def reorder(self, order):

~\anaconda3-new\lib\site-packages\statsmodels\tsa\vector_ar\ in init(self, model, P, periods)
2382 self.names = model.model.endog_names
→ 2384 self.irfobj = model.irf(var_decomp=P, periods=periods)
2385 self.orth_irfs = self.irfobj.orth_irfs

TypeError: irf() got an unexpected keyword argument ‘var_decomp’

How should i do?

Hi Mahdi, I am new around here and was not able to replicate this error.

I think the error may be occurring because var_decomp is not an argument in the irf method of the class which you are calling.

It looks like a known bug as per this link, am not sure if it has been patched. website link

Hope it helps!

Hi Sa1tyBiscuit,

Thank you for your help.
The problem is with the sourcce code, I didn’t find the answers in that forum helpful. I’m really confused.