- Category:
- Other systems
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- File Size:
- 1kb
- Update:
- 2021-03-31
- Downloads:
- 3 Times
- Uploaded by:
- 皮球皮皮球
Description: This function computes the rolling spillover using the standard VAR estimate.
We implement the parallel version for faster processing. The window is of fixed window
and is rolled over the data. Interpretation of the other parameters is the same as in the
standard computation of spillover.
To Search:
File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| spilloverRollingBK09.Rd | 1619 | 2018-09-25
|
| spilloverRollingBK12.Rd | 1533 | 2018-09-25 |
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