NumOutEx: Example of computed numerical outputs
In MultiATSM: Multicountry Term Structure of Interest Rates Models
NumOutEx R Documentation
Example of computed numerical outputs
Description
Numerical outputs for JPS-based model using Brazilian data
Usage
data("NumOutEx")
Format
list of inputs and outputs
- PC var explained
variance explained per spanned factor
- Fit
model fit of bond yields
- IRF
Impulse response function
- FEVD
Forecast error variance decomposition
- GIRF
Generalized impulse response function
- GFEVD
Generalized Forecast error variance decomposition
- TermPremiaDecomp
Term Premia decomposition
MultiATSM documentation built on Nov. 5, 2025, 7:01 p.m.
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| NumOutEx | R Documentation |
Example of computed numerical outputs
Description
Numerical outputs for JPS-based model using Brazilian data
Usage
data("NumOutEx")
Format
list of inputs and outputs
- PC var explained
variance explained per spanned factor
- Fit
model fit of bond yields
- IRF
Impulse response function
- FEVD
Forecast error variance decomposition
- GIRF
Generalized impulse response function
- GFEVD
Generalized Forecast error variance decomposition
- TermPremiaDecomp
Term Premia decomposition
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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