This function is an internal implementation of the frequency spillover. We apply the identification scheme suggested by fevd to the frequency decomposition of the transfer functions from the estimate est.
spilloverBK09(est, n.ahead = 100, no.corr, partition, table = F,
absolute = T)the estimate of a system, typically VAR estimate in our case
how many periods ahead should the FEVD be computed, generally this number should be high enough so that it won't change with additional period
boolean parameter whether the off-diagonal in the covariance matrix should be set to zero
defines the frequency partitions to which the spillover should be decomposed
boolean whether the full spillover table should be returned
boolean defining whether to compute the within or absolute spillover
A corresponding spillover value on a given freqeuncy band, ordering of bands corresponds to the ordering of original bounds.