YieldsFitAll function

Fit yields for all maturities of interest

Fit yields for all maturities of interest

YieldsFitAll(MatInt, ModelPara, FactorLabels, ModelType, Economies, YLab)

Arguments

  • MatInt: numerical vector containing the fit maturities of interest
  • ModelPara: List of model parameter estimates (See the "Optimization" function)
  • FactorLabels: a string-list based which contains all the labels of all the variables present in the model
  • ModelType: a string-vector containing the label of the model to be estimated
  • Economies: a string-vector containing the names of the economies which are part of the economic system
  • YLab: Label of yields ("Months" or "Yields")
  • Maintainer: Rubens Moura
  • License: GPL-2 | GPL-3
  • Last published: 2025-03-24