ComputeBounds_FEVDandGFEVD: Compute the confidence bounds around the P-dynamics and bond...
In MultiATSM: Multicountry Term Structure of Interest Rates Models

ComputeBounds_FEVDandGFEVD

R Documentation

Compute the confidence bounds around the P-dynamics and bond yields for FEVD and GFEVD

Compute the confidence bounds around the P-dynamics and bond yields for FEVD and GFEVD

ComputeBounds_FEVDandGFEVD(
  ModelBootstrap,
  quants,
  FacDim,
  YieDim,
  ModelType,
  Economies,
  ndraws,
  Horiz
)

`ModelBootstrap`	numerical output set from the bootstrap analysis
`quants`	quantile of the confidence bounds
`FacDim`	dimension of the risk factor set
`YieDim`	dimension of the bond yield set
`ModelType`	desired model type
`Economies`	Economies that are part of the economic system
`ndraws`	number of draws
`Horiz`	horizon of numerical outputs

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

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