Spillover Index

[sengu...@gmail.com]

Sir,

I need to calculate the Diebold-Yilmaz spillover index. Which is the best software to calculate this index? (EViews, STATA, SPSS, or Microfit 5.0) and what are the steps to calculate that.

I have tried it in R, but all the related figures are not possible to draw by 'vars' and 'spillover' packages.

Please help me with this issue.

Thank you.

Dr. Tarun Sengupta

7586927094

 

[Miklesh Yadav]

Dear Sengupta,

You can get it using frequencyconnectedness package in RStudio.

Regards 

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[sengu...@gmail.com]

Thank you Sir. I will try it today and will inform you then.

To view this discussion on the web visit https://groups.google.com/d/msgid/dataanalysistraining/CAH-a6mTure4JNtuMkOWiws33r%3DoZzx%2B1RfHz1kxXHmgWQ4nvmw%40mail.gmail.com.