net | R Documentation |
Computes the net spillover index.
net(x)
x |
Object of class |
A list length K holding the generalized forecast error variances as matrices.
Jilber Urbina
Pesaran, M. H. and Shin, Y. (1998). Generalized impulse response analysis in linear multivariate models. Economics Letters, 58(1):17-29.
O.spillover
G.spillover
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