data("cg2021")
dca = ConnectednessApproach(cg2021,
                            nlag=1,
                            nfore=10,
                            window.size=200,
                            corrected=TRUE,
                            model="TVP-VAR",
                            connectedness="Time",
                            Connectedness_config=list(TimeConnectedness=list(generalized=TRUE)))
## Estimating model
## Computing connectedness measures
## The TVP-VAR connectedness approach is implemented according to:
##  Antonakakis, N., Chatziantoniou, I., & Gabauer, D. (2020). Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions. Journal of Risk and Financial Management, 13(4), 84.
kable(dca$TABLE)
Austria Belgium Finland France Germany Netherlands Greece Ireland Italy Portugal Spain FROM
Austria 16.50 11.31 11.51 10.60 13.05 11.94 3.71 6.11 5.56 4.33 5.38 83.50
Belgium 11.23 17.68 9.45 8.69 12.08 10.02 3.82 6.81 8.02 4.88 7.30 82.32
Finland 11.41 9.56 16.04 13.17 11.47 13.28 3.65 6.37 5.39 4.30 5.35 83.96
France 11.04 9.14 13.92 16.74 11.16 13.62 3.83 6.05 5.12 4.17 5.20 83.26
Germany 12.62 11.60 11.15 10.33 15.95 11.95 3.61 6.37 6.05 4.56 5.80 84.05
Netherlands 11.62 9.91 13.11 12.72 12.06 15.77 3.68 6.12 5.49 4.32 5.20 84.23
Greece 4.22 4.38 4.25 4.88 4.15 4.38 45.92 5.91 7.10 8.24 6.56 54.08
Ireland 6.59 7.97 7.12 6.63 7.33 6.89 5.48 25.36 9.12 8.38 9.14 74.64
Italy 6.15 8.86 6.09 5.70 7.12 6.27 5.39 8.36 22.13 8.98 14.98 77.87
Portugal 4.87 5.84 5.11 4.85 5.54 5.11 6.92 9.34 11.17 30.23 11.01 69.77
Spain 6.02 8.29 6.14 5.81 6.87 5.96 5.11 8.63 15.50 8.96 22.72 77.28
TO 85.78 86.87 87.86 83.38 90.83 89.42 45.19 70.07 78.51 61.12 75.93 854.96
Inc.Own 102.28 104.55 103.90 100.12 106.77 105.20 91.11 95.43 100.64 91.35 98.65 cTCI/TCI
NET 2.28 4.55 3.90 0.12 6.77 5.20 -8.89 -4.57 0.64 -8.65 -1.35 85.50/77.72
NPT 6.00 8.00 7.00 5.00 10.00 9.00 0.00 2.00 4.00 1.00 3.00 
PlotTCI(dca, ylim=c(0,100))

PlotNPDC(dca,ylim=c(-10,10), selection=5)

PlotPCI(dca,selection=5)
## The pairwise connectedness index is implemented according to:
##  Gabauer, D. (2021). Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system. Journal of Multinational Financial Management, 60, 100680.

PlotINF(dca,selection=5)
## The influence connectedness index is implemented according to:
##  Gabauer, D. (2021). Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system. Journal of Multinational Financial Management, 60, 100680.