InputsForOutputs {MultiATSM} | R Documentation |
Collects the inputs that are used to construct the numerical and the graphical outputs
Description
Collects the inputs that are used to construct the numerical and the graphical outputs
Usage
InputsForOutputs(
ModelType,
Horiz,
ListOutputWished,
OutputLabel,
WishStationarityQ,
DataFrequency,
WishGraphYields = 0,
WishGraphRiskFactors = 0,
WishOrthoJLLgraphs = 0,
WishForwardPremia = 0,
LimFP = NULL,
WishBootstrap = 0,
ListBoot = NULL,
WishForecast = 0,
ListForecast = NULL,
UnitYields = "Month"
)
Arguments
ModelType |
A character vector indicating the model type to be estimated. |
Horiz |
A numeric scalar specifying the desired analysis horizon for the outputs. |
ListOutputWished |
A list of desired graphical outputs. Available options are: "Fit", "IRF", "FEVD", "GIRF", "GFEVD", "TermPremia". |
OutputLabel |
A string for the name of the output label to be stored. |
WishStationarityQ |
A binary variable (1 or 0) indicating whether to impose that the largest eigenvalue under Q is strictly smaller than 1. Set to 1 to impose the restriction, or 0 otherwise. |
DataFrequency |
A character vector specifying the data frequency. Available options: "Daily All Days", "Daily Business Days", "Weekly", "Monthly", "Quarterly", "Annually". |
WishGraphYields |
A binary variable (1 or 0) indicating whether the user wishes to generate graphs for yields. Default is 0. |
WishGraphRiskFactors |
A binary variable (1 or 0) indicating whether the user wishes to generate graphs for risk factors. Default is 0. |
WishOrthoJLLgraphs |
A binary variable (1 or 0) indicating whether the user wishes to generate orthogonalized JLL-based graphs. Default is 0. |
WishForwardPremia |
A binary variable (1 or 0) indicating whether the user wishes to generate forward premia graphs. Default is 0. |
LimFP |
A numeric vector containing the maturities associated with the start and end dates of the loan. |
WishBootstrap |
A binary variable (1 or 0) indicating whether the user wishes to perform bootstrap-based estimation. Default is 0. |
ListBoot |
A List containing the following four elements:
|
WishForecast |
A binary variable (1 or 0) indicating whether the user wishes to generate forecasts. Default is 0. |
ListForecast |
A list containing the following three elements:
|
UnitYields |
A character string indicating the maturity unit of yields. Options are: (i) "Month" for yields expressed in months, or (ii) "Year" for yields expressed in years. Default is "Month". |
Value
List of necessary inputs to generate the graphs of the outputs of the desired model
Examples
ModelType <- "JPS original"
Horiz <- 100
DesiredOutputGraphs <- c("Fit", "GIRF", "GFEVD")
OutputLabel <- "Test"
WishStationarityQ <- 1
WishGraphRiskFac <- 0
WishGraphYields <- 1
InputsList <- InputsForOutputs(ModelType, Horiz, DesiredOutputGraphs, OutputLabel,
WishStationarityQ, WishGraphYields, WishGraphRiskFac)