Boot_DataGraphFact_perShock: Generates the desired bootstrap graphs

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Generates the desired bootstrap graphs

Description

Generates the desired bootstrap graphs

Usage

Boot_DataGraphFact_perShock(
  NumOutBounds,
  NumOutPE,
  IdxShock,
  nmResponse,
  Lab_Int,
  ModelType,
  FacDim,
  Horiz,
  Economies = NULL,
  Ortho = FALSE
)

Arguments

NumOutBounds	numerical output set from the bootstrap analysis
NumOutPE	numerical output set from the point estimate analysis
IdxShock	index associated with the shock variable
nmResponse	Label of the response variable
Lab_Int	Output types "IRF", "GIRF" and "IRF Ortho"
ModelType	desired model type
FacDim	dimension from the P-dynamics
Horiz	horizon of analysis
Economies	name of economies forming the economic system
Ortho	Option for orthogonal outputs, for JLL models. Default is FALSE.

MultiATSM documentation built on June 8, 2025, 1:59 p.m.