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See also: Time series in ModelRisk
VoseTimeShareYields(QMU,QSD,QA,YMU,YSD,YA,YW)
Array function that models Wilkie's share yields time series model.
QMU - Mean force of inflation.
QSD - standard deviation of force inflation.
QA - Autoregression coefficient.
YMU - Mean yield net of inflation factor.
YSD - standard deviation of residual.
YA - autoregression coefficient
YW - inflation 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.
