Fit_Subplot function

Build subplot for fitted yields

Build subplot for fitted yields

Fit_Subplot( YieldData, ModelFit, ModelImplied, MatLength, mat, Economies, ModelType, PathsGraphs )

Arguments

  • YieldData: Time series of bond yields
  • ModelFit: Time series of fitted bond yields
  • ModelImplied: Time series of model-implied bond yields
  • MatLength: number of country-specific maturities
  • mat: vector of maturities
  • Economies: Economies of the economic system
  • ModelType: Desired estimated model
  • PathsGraphs: Path to save the graphs
  • Maintainer: Rubens Moura
  • License: GPL-2 | GPL-3
  • Last published: 2025-03-24