Term Premia decomposition graphs for all models

Usage

TPDecompGraph(
  ModelType,
  NumOut,
  ModelPara,
  WishRPgraphs,
  UnitYields,
  Economies,
  PathsGraphs,
  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 Risk premia
ModelPara: list of model parameter estimates (See the Optimization function)
WishRPgraphs: binary variable: set 1, if the user wishes graphs to be generated; or set 0, otherwise
UnitYields: (i) "Month": if maturity of yields are expressed in months or (ii) "Year": if maturity of yields are expressed in years
Economies: A character vector containing the names of the economies included in the system.
PathsGraphs: Path of the folder in which the graphs will be saved
Folder2Save: Folder path where the outputs will be stored.
verbose: description 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, ModelParaEx, WishRPgraphs = 1, UnitYields, Economy,
             PathsGraphs = NULL, Folder2Save = NULL, verbose = FALSE)
#> $Brazil

#>