BuildCI_Yields: Build Confidence intervals for yield-related outputs

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Build Confidence intervals for yield-related outputs

Description

Build Confidence intervals for yield-related outputs

Usage

BuildCI_Yields(
  NumOutBounds,
  NumOutPE,
  Lab_Int,
  ModelType,
  Economies,
  IdxResp,
  IdxShock,
  Ortho = FALSE
)

Arguments

NumOutBounds	numerical output set from the bootstrap analysis
NumOutPE	numerical output set from the point estimate analysis
Lab_Int	Label of interest. available options are "IRF" and "FEVD"
ModelType	desired model type
Economies	name of the economies forming the economic system
IdxResp	index associated with the response variable
IdxShock	index associated with the shock variable
Ortho	Option for orthogonal outputs, for JLL models. Default is FALSE.

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