Numerical outputs for JPS-based model using Brazilian data
Usage
data("NumOutEx")Format
list of inputs and outputs
- PC var explained
variance explained per spanned factor
- Fit
model fit of bond yields
- IRF
Impulse response function
- FEVD
Forecast error variance decomposition
- GIRF
Generalized impulse response function
- GFEVD
Generalized Forecast error variance decomposition
- TermPremiaDecomp
Term Premia decomposition