ConnectednessTable {ConnectednessApproach}

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)