VoseTimeDividendsA

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See also: Time series in ModelRisk

VoseTimeDividendsA({Price inflation},QMU,QSD,QA,YSD,DMU,DSD,DB,DW,DX,DD,DY)

The Wilkie Models window

Array function that models Wilkie's Dividents time series model, based on an existing price inflation array.

• {Price inflation} - array with price inflation data.

• 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.