VoseTimeShareYieldsA

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See also: Time series in ModelRisk

VoseTimeShareYieldsA({Price inflation},QMU,QSD,QA,YMU,YSD,YA,YW)

The Wilkie Models window

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

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

• 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.