R/Example_NumOut.R

In MultiATSM: Multicountry Term Structure of Interest Rates Models

#' @title Example of computed numerical outputs
#'
#' @description Numerical outputs for JPS-based model using Brazilian data
#' @name NumOutEx
#' @aliases NumOutEx
#' @docType data
#' @usage data("NumOutEx")
#' @format list of inputs and outputs
#' \describe{
#'    \item{PC var explained}{variance explained per spanned factor}
#'    \item{Fit}{model fit of bond yields}
#'    \item{IRF}{Impulse response function}
#'    \item{FEVD}{Forecast error variance decomposition}
#'    \item{GIRF}{Generalized impulse response function}
#'    \item{GFEVD}{Generalized Forecast error variance decomposition}
#'    \item{TermPremiaDecomp}{Term Premia decomposition}
#'   }
#' @keywords Numerical outputs for an illustrative JPS model for Brazil
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