MultiATSM (version 1.5.0)

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

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
)