Download a complete copy of this risk
analysis resource for free here.
|
See also: Time series in ModelRisk
VoseTimeDividends(QMU,QSD,QA,YSD,DMU,DSD,DB,DW,DX,DD,DY)
Array function that models Wilkie's Dividents time series model.
QMU - Mean force of inflation.
QSD - standard deviatioin of force inflation.
QA - autoregression coefficient.
YSD - Standard deviation of residual.
DMU - Mean force of real dividend growth.
DSD - Standard deviation of residual.
DB - autoregression coefficient.
DW - Past inflation factor.
DX - Current inflation factor (normally set to 1-DW).
DD - Inflation autoregression coefficient.
DY - Yield factor.
As the ModelRisk Time Series functions typically take a lot of parameters, we recommend for these in particular to use the Wilkie Models window.
