ConnectednessTable: Connectedness table
In GabauerDavid/ConnectednessApproach: Connectedness Approach
View source: R/ConnectednessTable.R
ConnectednessTable R Documentation
Connectedness table
Description
This function provides standard connectedness table.
Usage
ConnectednessTable(FEVD, digit = 2)
Arguments
FEVD
Forecast error variance decomposition
digit
Number of decimal places
Value
Get connectedness table
Examples
data("dy2012")
fit = VAR(dy2012, configuration=list(nlag=1))
fevd = FEVD(Phi=fit$B, Sigma=fit$Q, nfore=10, type="time", generalized=TRUE)$FEVD
dca = ConnectednessTable(fevd)
GabauerDavid/ConnectednessApproach documentation built on March 5, 2025, 11:17 a.m.
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View source: R/ConnectednessTable.R
| ConnectednessTable | R Documentation |
Connectedness table
Description
This function provides standard connectedness table.
Usage
ConnectednessTable(FEVD, digit = 2)
Arguments
FEVD |
Forecast error variance decomposition |
digit |
Number of decimal places |
Value
Get connectedness table
Examples
data("dy2012")
fit = VAR(dy2012, configuration=list(nlag=1))
fevd = FEVD(Phi=fit$B, Sigma=fit$Q, nfore=10, type="time", generalized=TRUE)$FEVD
dca = ConnectednessTable(fevd)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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