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frequencyConnectedness (version 0.1.6)

makeStructure: Making structured object

Description

The function returns a structured object that is useful for plotting and extracting other types of spillovers, such as TO, FROM, etc. types of spillovers. The same structure is also the output of rolled BK spillovers estimates.

Usage

makeStructure(estimate, dates, bounds)

Arguments

estimate

a list of lists of (G)FEVD tables on given frequency in a given day.

dates

the dates vector of the same length as the estimate object

bounds

numeric vector giving bounds of the frequency bounds.

Value

object of class connectedness_estimate