VoseTimePriceInflation | Vose Software


See also: Time series in ModelRisk

VoseTimePriceInflation(QMU, QSD, QA)




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.