OutputConstructionJoint {MultiATSM} | R Documentation |
Numerical outputs (variance explained, model fit, IRFs, GIRFs, FEVDs, GFEVDs and risk premia decomposition) for "joint Q" models
Description
Numerical outputs (variance explained, model fit, IRFs, GIRFs, FEVDs, GFEVDs and risk premia decomposition) for "joint Q" models
Usage
OutputConstructionJoint(
ModelType,
ModelPara,
InputsForOutputs,
FactorLabels,
Economies
)
Arguments
ModelType |
string-vector containing the label of the model to be estimated |
ModelPara |
list of model parameter estimates (see the "Optimization" function) |
InputsForOutputs |
list conataining the desired horizon of analysis for the model fit, IRFs, GIRFs, FEVDs, GFEVDs and risk premia decomposition |
FactorLabels |
string-list based which contains all the labels of all the variables present in the model |
Economies |
string-vector containing the names of the economies which are part of the economic system |
[Package MultiATSM version 1.1.0 Index]