Closed matdehaven closed 2 weeks ago
Finished rewriting the external VFCI estimation into a function that can be called with various options.
Report comparing VFCI estimations
Takeaways:
y
variable doesn't affect much -> 'output' as our defaultforward
horizon does change a lot
Add option to hav more lags in the external vfci (either lots of options or a function to estimate the external vfci on demand).