BuildFEVDlist {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
BuildFEVDlist(
NumOut,
Economies,
ModelType,
FEVDhoriz,
FacDim,
YieldsDim,
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 |
FEVDhoriz |
time-horizon of the FEVD and GFEVD |
FacDim |
dimension of the risk factor vector |
YieldsDim |
dimension of the model set of yields |
OutputType |
available option are 'FEVD' and 'GFEVD' |
[Package MultiATSM version 1.3.1 Index]