Boot_Yields_Graphs: Build P-dynamic graphs after the bootstrap implementation

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Build P-dynamic graphs after the bootstrap implementation

Description

Build P-dynamic graphs after the bootstrap implementation

Usage

Boot_Yields_Graphs(
  NumOutBounds,
  NumOutPE,
  ModelType,
  FacDim,
  YielDim,
  Horiz,
  Economies,
  PathsGraphs,
  OutInt,
  WishYieldGraphs,
  WishYieldGraphsOrtho = NULL
)

Arguments

NumOutBounds	numerical output set from the bootstrap analysis
NumOutPE	numerical output set from the point estimate analysis
ModelType	desired model type
FacDim	dimension of the risk factor set
Horiz	horizon of numerical outputs
Economies	Economies that are part of the economic system
PathsGraphs	Path to save the desired graphs
OutInt	Available option are "IRF" or "FEVD"
WishYieldGraphs	Binary variable reflecting the graphs of interest
WishYieldGraphsOrtho	Binary variable reflecting the graphs of interest (orthogonalized version). Default is NULL

MultiATSM documentation built on April 4, 2025, 1:40 a.m.