Transition_Matrix {MultiATSM} | R Documentation |
Computes the transition matrix required in the estimation of the GVAR model
Description
Computes the transition matrix required in the estimation of the GVAR model
Usage
Transition_Matrix(
t_First,
t_Last,
Economies,
type,
DataConnectedness = NULL,
DataPath = NULL
)
Arguments
t_First |
Sample starting date (in the format: yyyy). |
t_Last |
Sample ending date (in the format: yyyy). |
Economies |
A character vector containing the names of the economies included in the system. |
type |
A character string indicating the method for computing interdependence. Possible options include:
|
DataConnectedness |
Data used to compute the transition matrix. Default is set to NULL. |
DataPath |
Path to the Excel file containing the data (if applicable). The default is linked to the Excel file available in the package. |
Details
If there is missing data for any country of the system for that particularly year, then the transition matrix will include only NAs.
Value
matrix or list of matrices
Examples
data(CM_Trade)
t_First <- "2006"
t_Last <- "2019"
Economies <- c("China", "Brazil", "Mexico", "Uruguay")
type <- "Sample Mean"
W_mat <- Transition_Matrix(t_First, t_Last, Economies, type, DataConnectedness = TradeFlows)