CheckInputsForMLE: Check consistence of inputs

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Check consistence of inputs

Description

Check consistence of inputs

Usage

CheckInputsForMLE(
  t0,
  tF,
  Economies,
  DomesticMacroFac,
  GlobalMacroFac,
  UnitYields,
  DataFreq,
  Label_Single_Models,
  Label_Multi_Models,
  FactorLabels,
  GVARlist,
  ModelType
)

Arguments

t0	Sample starting date
tF	Sample last date
Economies	string-vector containing the names of the economies of the system.
DomesticMacroFac	time series of the country-specific macroeconomic risk factors for all C countries (CM x T)
GlobalMacroFac	time series of the global macroeconomic risk factors (G x T)
UnitYields	(i) "Month": if maturity of yields are expressed in months or (ii) "Year": if maturity of yields are expressed in years
DataFreq	single element character-based vector. Available options are: "Daily All Days", "Daily Business Days", "Weekly", "Monthly", "Quarterly", "Annually"
Label_Single_Models	string-vector containing the names of the single country setups
Label_Multi_Models	string-vector containing the names of the multicountry setups
FactorLabels	string-list based which contains the labels of all variables present in the model
GVARlist	list of necessary inputs for the estimation of GVAR-based models (see "GVAR" function)
ModelType	string-vector containing the label of the model to be estimated

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