BuildRiskFactors_BS {MultiATSM} | R Documentation |
Build the time-series of the risk factors in each bootstrap draw
Description
Build the time-series of the risk factors in each bootstrap draw
Usage
BuildRiskFactors_BS(
ModelParaPE,
residPdynOriginal,
residYieOriginal,
InputsForOutputs,
Economies,
ModelType,
FactorLabels,
GVARlist,
JLLlist,
WishBRW,
BRWlist,
nlag = 1
)
Arguments
ModelParaPE |
list of point estimates of the model parameter |
residPdynOriginal |
Time-series of the residuals from the P-dynamics equation (T x F) |
residYieOriginal |
Time-series of the residuals from the observational equation (T x J or T x CJ) |
InputsForOutputs |
list containing the desired inputs for the construction |
Economies |
string-vector containing the names of the economies which are part of the economic system |
ModelType |
Desired model to be estimated |
FactorLabels |
string-list based which contains the labels of all the variables present in the model |
GVARlist |
list of necessary inputs for the estimation of GVAR-based models |
JLLlist |
list of necessary inputs for the estimation of JLL-based models |
WishBRW |
Whether the user wishes to estimate the physical parameter model with the Bias correction model from BRW (2012) (see "Bias_Correc_VAR" function). |
BRWlist |
list of necessary inputs for performing the bias-corrected estimation (see "Bias_Correc_VAR" function) |
nlag |
Number of lags in the P-dynamics. Default is set to 1. |