plotPairwise.list_of_spills {frequencyConnectedness}

Function to plot pairwise spillovers

Description

Taking in list_of_spillovers, the function plots the pairwise spillovers using the zoo::plot.zoo function

Usage

## S3 method for class 'list_of_spills'
plotPairwise(
  spillover_table,
  within = F,
  which = 1:ncol(utils::combn(nrow(spillover_table$list_of_tables[[1]]$tables[[1]]), 2)),
  ...
)

Arguments

spillover_table

a list_of_spills object, ideally from rolling window estimation

within

whether to compute the within spillovers if the spillover tables are frequency based.

which

a vector with indices specifying which plots to plot.

...

for the sake of CRAN not to complain

Value

a plot of pairwise spillovers

Author(s)

Tomas Krehlik <[e-mail]>