AdjustYieldsDates {MultiATSM} | R Documentation |
Makes sure that the time series of yields and risk factors have coincident sample spans
Description
Makes sure that the time series of yields and risk factors have coincident sample spans
Usage
AdjustYieldsDates(Yields, PdynamicsFactors, Economies)
Arguments
Yields |
time series of bond yields (CJ x T1 ) |
PdynamicsFactors |
time series of risk factors (F x T2) |
Economies |
string-vector containing the names of the economies of the system. |
[Package MultiATSM version 1.3.1 Index]