MultiATSM (version 1.4.0)

TPDecompGraph: 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

A character vector indicating the estimated model type

NumOut

list of computed outputs containing the model fit, IRFs, FEVDs, GIRFs, GFEVDs and Risk premia

ModelPara

list of model parameter estimates (See the Optimization function)

WishRPgraphs

binary variable: set 1, if the user wishes graphs to be generated; or set 0, otherwise

UnitYields

(i) "Month": if maturity of yields are expressed in months or (ii) "Year": if maturity of yields are expressed in years

Economies

A character vector containing the names of the economies included in the system.

PathsGraphs

Path of the folder in which the graphs will be saved

Folder2Save

Folder path where the outputs will be stored.

verbose

description 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, ModelParaEx, WishRPgraphs = 1, UnitYields, Economy,
             PathsGraphs = NULL, Folder2Save = NULL, verbose = FALSE)