ConnectednessApproach (version 1.0.4)

ConnectednessTable: Connectedness table

Description

This function provides standard connectedness table.

Usage

ConnectednessTable(FEVD, digit = 2)

Value

Get connectedness table

Arguments

FEVD

Forecast error variance decomposition

digit

Number of decimal places

Examples

# \donttest{
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)
# }