ComputeIRFs {MultiATSM} | R Documentation |
Compute IRFs of all models
Description
Compute IRFs of all models
Usage
ComputeIRFs(
SIGMA,
K1Z,
BLoad,
FactorLabels,
FacDim,
MatLength,
IRFhoriz,
YieldsLabel,
ModelType,
Economy = NULL,
PI = NULL,
Mode = FALSE
)
Arguments
SIGMA |
Variance-covariance matrix |
K1Z |
Loading As |
BLoad |
Loading Bs |
FactorLabels |
List containing the label of factors |
FacDim |
Dimension of the P-dynamics |
MatLength |
Length of the maturity vector |
IRFhoriz |
Horizon of the analysis |
YieldsLabel |
Label of bond yields |
ModelType |
Desired model type |
Economy |
specific economy under study |
PI |
matrix PI for JLL-based models |
Mode |
allows for the orthogonalized version in the case of JLL-based models |
[Package MultiATSM version 1.1.0 Index]