data_param_histo_US: Historical parameters (skew-t) for the US from 1973:Q1 to...

In atRisk: At-Risk

Historical parameters (skew-t) for the US from 1973:Q1 to 2020:Q1

Description

Data corresponding to historical parameters estimated over the period 1973:Q1 to 2020:Q1, based on the data_US file in the matrisk package, with the skew-t distribution, and calculated with the f_param_histo function. data_param_histo_US has been calculated using c(0.05,0.25,0.75,0.95) for the qt_trgt parameter, PIB_us_forward_1 as the dependent variable, NFCI_us_lag_1 as the explanatory variable, "skew-t" for the type_function parameter and c(0, 1, -0.5, 1.3) for the starting_values.

Usage

data("data_param_histo_US")

Format

A matrix with 188 rows and 4 columns for the four parameters of the skew-t distribution).

atRisk documentation built on April 4, 2025, 12:28 a.m.