DataSet_BS {MultiATSM} | R Documentation |
Prepare the factor set for GVAR models (Bootstrap version)
Description
Prepare the factor set for GVAR models (Bootstrap version)
Usage
DataSet_BS(ModelType, RiskFactors, Wgvar, Economies, FactorLabels)
Arguments
ModelType |
string-vector containing the label of the model to be estimated |
RiskFactors |
Complete set of risk factors (KxT) |
Wgvar |
transition matrix from GVAR models (CxC) |
Economies |
string-vector containing the names of the economies which are part of the economic system |
FactorLabels |
string-list based which contains the labels of all the variables present in the model |
[Package MultiATSM version 1.1.0 Index]