VoseTimePriceInflation

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See also: Time series in ModelRisk

VoseTimePriceInflation(QMU,QSD,QA)

The Wilkie Models window

Array function that models Wilkie's Price Inflation model.

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

• QMU - Mean force of inflation.

• QSD - standard deviatioin of force inflation.

• QA - autoregression coefficient.

As the ModelRisk Time Series functions typically take a lot of parameters, we recommend for these in particular to use the Wilkie Models window.