RainbowStats™ · Time-series commands

MONTE_CARLO

Construct the existing multivariate Monte Carlo operator.

Syntax

MONTE_CARLO(matrixOrList)

Example or template

MONTE_CARLO(LIST(LOGDIFF(INDPRO),LOGDIFF(PAYEMS)))

Details

A matrix is passed directly to MonteCarloOperator. A list is aligned through getSameDateRange and its getCorrelationCholeskyMatrixWithCorr result is wrapped as a matrix first. This constructor does not accept a path count or horizon. Result-specific extraction/sample controls require the operator’s own documentation/source.

No result-specific extract inventory was verified for this command; the inherited empty metadata list does not prove its result lacks extracts.

Uppercase model/matrix placeholders in examples are variables you supply. Extracts can trigger estimation or rendering. Inspect residuals and model assumptions before interpreting forecasts or shock paths.