plotdy {Spillover}

Plot directional spillover index

Description

Plot directional spillover index

Usage

plotdy(
  data,
  direction = c("from", "to", "net", "net_pairwise", "from_to_pairwise")
)

Arguments

data

An object class directional.spillover resulting from applying dynamic.spillover

direction

A character string indicating the direction of the spillover, see Diebold and Yilmaz (2012)

Value

a ggplot2 object consisting of directional plots

References

Diebold, F. X. & Yilmaz, K.(2012). Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers. International Journal of Forecasting.

Examples

 
library(Spillover)
require(tidyr)
require(dplyr)
require(ggplot2)

data(dy2012)
dy_results <- dynamic.spillover(data=dy2012, width=200, remove.own = FALSE) 

pp_from <- plotdy(dy_results, direction = "from")

pp_from +
 labs(title="Any title") +
 facet_wrap(~variables, ncol = 2)

pp_to <- plotdy(dy_results, direction = "to")

pp_net <- plotdy(dy_results, direction = "net")

pp_netpairwise <- plotdy(dy_results, direction = "net_pairwise")

pp_from_to_pairwise <- plotdy(dy_results, direction = "from_to_pairwise")