FEVD and GFEVD graphs for all models

FEVD and GFEVD graphs for all models

Usage

FEVDandGFEVDgraphs(
  ModelType,
  NumOut,
  WishPdynamicsgraphs,
  WishYieldsgraphs,
  FEVDhoriz,
  PathsGraphs,
  OutputType,
  Economies,
  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 Term premia

WishPdynamicsgraphs

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

WishYieldsgraphs

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

FEVDhoriz

single numerical vector containing the desired horizon of analysis for the FEVDs

PathsGraphs

Path of the folder in which the graphs will be saved

OutputType

Available options are 'FEVD' and 'GFEVD'

Economies

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

Folder2save

Folder path where the outputs will be stored.

verbose

Logical flag controlling function messaging.

Available Methods

- `autoplot(object, type = "FEVD_Factor")`, `autoplot(object, type = "FEVD_Yields")`, `autoplot(object, type = "GFEVD_Yields")`, `autoplot(object, type = "GFEVD_Yields")`.

- For JLL-based models other option available are: `autoplot(object, type = "FEVD_Factor-_Ortho")`, `autoplot(object, type = "FEVD_Yields_Ortho")`, `autoplot(object, type = "GFEVD_Yields_Ortho")`, `autoplot(object, type = "GFEVD_Yields_Ortho")`.

Examples

data("NumOutEx")
ModelType <- "JPS original"
Economy <- "Brazil"
FEVDhoriz <- 20

FEVDandGFEVDgraphs(ModelType, NumOutEx, WishPdynamicsgraphs = 0, WishYieldsgraphs= 1, FEVDhoriz,
                  PathsGraphs = NULL, OutputType = "FEVD", Economy,
                  Folder2save = NULL, verbose = FALSE)
#> $Brazil
#> $Brazil$Y3M_Brazil

#> 
#> $Brazil$Y6M_Brazil

#> 
#> $Brazil$Y12M_Brazil

#> 
#> $Brazil$Y36M_Brazil

#> 
#> $Brazil$Y60M_Brazil

#> 
#> $Brazil$Y120M_Brazil

#> 
#>