MultiATSM (version 1.3.0)

CheckInputsForMLE: Check consistence of inputs

Description

Check consistence of inputs

Usage

CheckInputsForMLE(
  t0,
  tF,
  Economies,
  DomesticMacroFac,
  GlobalMacroFac,
  UnitYields,
  DataFreq,
  Label_Single_Models,
  Label_Multi_Models,
  FactorLabels,
  GVARlist,
  ModelType
)

Arguments

t0

Sample starting date

tF

Sample last date

Economies

string-vector containing the names of the economies of the system.

DomesticMacroFac

time series of the country-specific macroeconomic risk factors for all C countries (CM x T)

GlobalMacroFac

time series of the global macroeconomic risk factors (G x T)

UnitYields

(i) "Month": if maturity of yields are expressed in months or (ii) "Year": if maturity of yields are expressed in years

DataFreq

single element character-based vector. Available options are: "Daily All Days",
"Daily Business Days", "Weekly", "Monthly", "Quarterly", "Annually"

Label_Single_Models

string-vector containing the names of the single country setups

Label_Multi_Models

string-vector containing the names of the multicountry setups

FactorLabels

string-list based which contains the labels of all variables present in the model

GVARlist

list of necessary inputs for the estimation of GVAR-based models (see "GVAR" function)

ModelType

string-vector containing the label of the model to be estimated