IRFandGIRFgraphs: IRF and GIRF graphs for all models

In MultiATSM: Multicountry Term Structure of Interest Rates Models

IRF and GIRF graphs for all models

Description

IRF and GIRF graphs for all models

Usage

IRFandGIRFgraphs(
  ModelType,
  NumOut,
  WishPdynamicsgraphs,
  WishYieldsgraphs,
  IRFhoriz,
  PathsGraphs,
  OutputType,
  Economies,
  Folder2save,
  verbose
)

Arguments

ModelType	character. Estimated model type.Permissible choices: "JPS original", "JPS global", "GVAR single", "JPS multi", "GVAR multi", "JLL original", "JLL No DomUnit", "JLL joint Sigma".
NumOut	list. Computed outputs containing model fit, IRFs, FEVDs, GIRFs, GFEVDs and term premia.
WishPdynamicsgraphs	logical. Set TRUE to generate risk factor graphs, FALSE otherwise.
WishYieldsgraphs	logical. Set TRUE to generate bond yield graphs, FALSE otherwise.
IRFhoriz	integer. Desired horizon of analysis for the IRFs.
PathsGraphs	character. Path of the folder in which the graphs will be saved.
OutputType	character. Available options: "IRF", "GIRF", "IRF Ortho", "GIRF Ortho".
Economies	character vector. Names of the C economies included in the system.
Folder2save	character. Folder path where the outputs will be stored.
verbose	logical. Flag controlling function messaging.

Available Methods

- 'autoplot(object, type = "IRF_Factor")', 'autoplot(object, type = "IRF_Yields")', 'autoplot(object, type = "GIRF_Yields")', 'autoplot(object, type = "GIRF_Yields")'. For JLL-based models: 'autoplot(object, type = "IRF_Factor-_Ortho")',
'autoplot(object, type = "IRF_Yields_Ortho")', 'autoplot(object, type = "GIRF_Yields_Ortho")', 'autoplot(object, type = "GIRF_Yields_Ortho")'.

Examples

data("NumOutEx")
ModelType <- "JPS original"
Economy <- "Brazil"
IRFhoriz <- 20
irf_Out <- IRFandGIRFgraphs(ModelType, NumOutEx,
  WishPdynamicsgraphs = FALSE, WishYieldsgraphs = TRUE, IRFhoriz,
  PathsGraphs = NULL, OutputType = "GIRF", Economy, Folder2save = NULL,
  verbose = FALSE
)

MultiATSM documentation built on Nov. 5, 2025, 7:01 p.m.