network.vs: network.vs
In lucabarbaglia/t-VAR: Penalized Vector AutoRegressions with t-innovations
Description
Usage
Arguments
Value
Description
Function to obtain network of volatility spillovers
Usage
1
network.vs(spill, main.label = NULL, names = NULL, ww = 5, colour = "#619CFF")
Arguments
spill
matrix of spillover effects. Dimension JxJ, where J is the number of time series.
main.label
network names. Default NULL.
names
node names. Default is the column names of beta.
ww
weight of the thickness of the arrows
colour
arrows' colour. Default "#619CFF".
Value
a network of spillover effects consisting of J nodes
lucabarbaglia/t-VAR documentation built on Feb. 27, 2021, 3:46 a.m.
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Description Usage Arguments Value
Description
Function to obtain network of volatility spillovers
Usage
1 | network.vs(spill, main.label = NULL, names = NULL, ww = 5, colour = "#619CFF")
|
Arguments
spill |
matrix of spillover effects. Dimension JxJ, where J is the number of time series. |
main.label |
network names. Default NULL. |
names |
node names. Default is the column names of beta. |
ww |
weight of the thickness of the arrows |
colour |
arrows' colour. Default "#619CFF". |
Value
a network of spillover effects consisting of J nodes
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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