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- Tue Oct 05, 2021 6:33 pm
- Forum: Add-in Support
- Topic: Diebold-Yilmaz index
- Replies: 72
- Views: 514386
Re: Diebold-Yilmaz index
Hello! I have a problem about the settings of Rolling Windows and Number of lags. I found that when setting 100 as Rolling Window and 2 as Number of lags, the first spillover index in the SPILLINDEX series is the result based on the first 102 obs, and when setting 1 as the Number of lags, the result...