Y_Fit {MultiATSM} | R Documentation |
Model-implied yields (cross-section)
Description
Model-implied yields (cross-section)
Usage
Y_Fit(ALoad, BLoad, Spa_TS, MatLength, TDim, YieldLab)
Arguments
ALoad |
A loadings |
BLoad |
B loadings |
Spa_TS |
time series of spanned factors |
MatLength |
length of the vector of maturities |
TDim |
Time-series dimension |
YieldLab |
Label of yields |
[Package MultiATSM version 1.1.0 Index]