ConnectednessApproach (version 1.0.3)

InclusiveConnectedness: Inclusive Connectedness Measures

Description

This function results in inclusive connectedness measures

Usage

InclusiveConnectedness(dca, group = c(1, 2), start = NULL, end = NULL)

Value

Get connectedness measures

Arguments

dca

Dynamic connectedness object

group

Vector of group indices

start

Start index

end

End index

Author

David Gabauer

Examples

# \donttest{
data("cegg2022")
dca = ConnectednessApproach(cegg2022,
                            model="VAR",
                            connectedness="Time",
                            nlag=1,
                            nfore=20,
                            corrected=TRUE)
inc = InclusiveConnectedness(dca, group=c(1,2,3))
# }