TPDecompGraph: Term Premia decomposition graphs for all models

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Term Premia decomposition graphs for all models

Description

Term Premia decomposition graphs for all models

Usage

TPDecompGraph(
  ModelType,
  NumOut,
  ModelPara,
  WishRPgraphs,
  UnitYields,
  Economies,
  PathsGraphs,
  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 risk premia.
ModelPara	list. Model parameter estimates (see Optimization).
WishRPgraphs	logical. Set TRUE to generate term premia graphs, FALSE otherwise.
UnitYields	character. "Month" if yields are in months, "Year" if in years.
Economies	character vector. Names of the C economies included in the system.
PathsGraphs	character. Path of the folder in which the graphs will be saved.
Folder2Save	character. Folder path where the outputs will be stored.
verbose	logical. Flag controlling function messaging.

Available Methods

- 'autoplot(object, type = "TermPremia")'

Examples

data("ParaSetEx")
data("NumOutEx")
ModelType <- "JPS original"
Economy <- "Brazil"
UnitYields <- "Month"
TPDecompGraph(ModelType, NumOutEx, ParaSetEx,
  WishRPgraphs = FALSE, UnitYields, Economy,
  PathsGraphs = NULL, Folder2Save = NULL, verbose = FALSE
)

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