PlotPCI

Visualize dynamic pairwise connectedness

The estimation of static and dynamic connectedness measures is created in a modular and user-friendly way. Besides, the time domain connectedness approaches, this package further allows to estimate the frequency connectedness approach, the joint spillover index and the extended joint connectedness approach. In addition, all connectedness frameworks can be based upon orthogonalized and generalized VAR, QVAR, LASSO VAR, Ridge VAR, Elastic Net VAR and TVP-VAR models. Furthermore, the package includes the conditional, decomposed and partial connectedness measures as well as the pairwise connectedness index, influence index and corrected total connectedness index. Finally, a battery of datasets are available allowing to replicate a variety of connectedness papers.

David Gabauer

ConnectednessApproach

Connectedness Approach

PlotPCI function

<dl><dt>dca</dt>
<dd>Connectedness object</dd>
<dt>ca</dt>
<dd>Compare dca object with a single connectedness object or a list of of connectedness objects</dd>
<dt>path</dt>
<dd>Path where plots should be saved</dd>
<dt>ylim</dt>
<dd>A vector including the lower and upper limit of the y-axis</dd>
<dt>selection</dt>
<dd>Indidcator of the illustrated series</dd>
<dt>width</dt>
<dd>The width of the graphics region in inches</dd>
<dt>height</dt>
<dd>The height of the graphics region in inches</dd>
<dt>...</dt>
<dd>Arguments to be passed to methods, such as graphidcal parameters (see par).</dd></dl>

Arguments

Dynamic pairwise connectedness plot — PlotPCI

<dl>

<dt>dca</dt>
<dd>Connectedness object</dd>


<dt>ca</dt>
<dd>Compare dca object with a single connectedness object or a list of of connectedness objects</dd>


<dt>path</dt>
<dd>Path where plots should be saved</dd>


<dt>ylim</dt>
<dd>A vector including the lower and upper limit of the y-axis</dd>


<dt>selection</dt>
<dd>Indidcator of the illustrated series</dd>


<dt>width</dt>
<dd>The width of the graphics region in inches</dd>


<dt>height</dt>
<dd>The height of the graphics region in inches</dd>


<dt>...</dt>
<dd>Arguments to be passed to methods, such as graphidcal parameters (see par).</dd>

</dl>

PlotPCI: Dynamic pairwise connectedness plot

Description

Usage

Value

Arguments