BuildIRFlist {MultiATSM} | R Documentation |
Build the list of IRF and GIRF for both factors and bond yields
Description
Build the list of IRF and GIRF for both factors and bond yields
Usage
BuildIRFlist(NumOut, Economies, ModelType, IRFhoriz, FacDim, OutputType)
Arguments
NumOut |
list of computed outputs containing the model fit, IRFs, FEVDs, GIRFs, GFEVDs and Term Premia |
Economies |
Economies of the economic system |
ModelType |
Desired model type |
IRFhoriz |
time-horizon of the IRF and GIRF |
FacDim |
dimension of the risk factor vector |
OutputType |
available option are 'IRF' and 'GIRF' |
[Package MultiATSM version 1.3.1 Index]