GeneralMLEInputs: Gathers the general inputs for model estimation

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Gathers the general inputs for model estimation

Description

Gathers the general inputs for model estimation

Usage

GeneralMLEInputs(
  Yields,
  RiskFactors,
  FactorLabels,
  mat,
  DataFrequency,
  Label_Multi_Models,
  Economies,
  ModelType
)

Arguments

Yields	matrix (CJ x T) or a list containing those matrices, where C is the number of countries, J - the number of maturities and T - time series length
RiskFactors	time series of risk factors (F x T). Could be stored in a list depending on the model
FactorLabels	string-list based which contains the labels of all variables present in the model
mat	vector of maturities (in years) used in the estimation
DataFrequency	single element character-based vector. Available options are: "Daily All Days", "Daily Business Days", "Weekly", "Monthly", "Quarterly", "Annually"
Label_Multi_Models	string-vector containing the names of the multicountry setups
Economies	string-vector containing the names of the economies which are part of the economic system
ModelType	string-vector containing the label of the model to be estimated

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