FEVDandGFEVDbs: Creates the confidence bounds and the graphs of FEVDs and...

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Creates the confidence bounds and the graphs of FEVDs and GFEVDs after bootstrap (all models)

Description

Creates the confidence bounds and the graphs of FEVDs and GFEVDs after bootstrap (all models)

Usage

FEVDandGFEVDbs(
  ModelType,
  ModelBootstrap,
  NumOutPE,
  InputsForOutputs,
  Economies,
  PathsGraphs
)

Arguments

ModelType	string-vector containing the label of the model to be estimated
ModelBootstrap	list containing the complete set of model parameters after bootstrap estimation procedure
NumOutPE	list of model parameter point estimates
InputsForOutputs	list containing the desired inputs for the construction of the outputs of interest
Economies	string-vector containing the names of the economies which are part of the economic system
PathsGraphs	path of the folder in which the graphs will be saved

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