ComputeBounds_IRFandGIRF {MultiATSM} | R Documentation |
Compute the confidence bounds from the model's numerical outputs
Description
Compute the confidence bounds from the model's numerical outputs
Usage
ComputeBounds_IRFandGIRF(
ModelBootstrap,
quants,
FacDim,
YieDim,
ModelType,
Economies,
ndraws,
Horiz
)
Arguments
ModelBootstrap |
numerical output set from the bootstrap analysis |
quants |
quantile of the confidence bounds |
FacDim |
dimension of the risk factor set |
YieDim |
dimension of the bond yield set |
ModelType |
Desired model type |
Economies |
Economies that are part of the economic system |
ndraws |
number of draws selected |
Horiz |
horizon of numerical outputs |
[Package MultiATSM version 1.3.1 Index]