ConnectednessTable function

Connectedness table

This function provides standard connectedness table.

ConnectednessTable(FEVD, digit = 2)

Arguments

• FEVD: Forecast error variance decomposition
• digit: Number of decimal places

Returns

Get connectedness table

Examples

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)