ConnectednessTable {ConnectednessApproach} | R Documentation |
This function provides standard connectedness table.
ConnectednessTable(FEVD, digit = 2)
FEVD |
Forecast error variance decomposition |
digit |
Number of decimal places |
Get connectedness table
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)