Fit_Subplot: Build subplot for fitted yields

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Build subplot for fitted yields

Description

Build subplot for fitted yields

Usage

Fit_Subplot(
  YieldData,
  ModelFit,
  ModelImplied,
  MatLength,
  mat,
  Economies,
  ModelType,
  PathsGraphs
)

Arguments

YieldData	Time series of bond yields
ModelFit	Time series of fitted bond yields
ModelImplied	Time series of model-implied bond yields
MatLength	number of country-specific maturities
mat	vector of maturities
Economies	Economies of the economic system
ModelType	Desired estimated model
PathsGraphs	Path to save the graphs

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