The RATS Software Forum

I attached both the code and data. I am quite sure net volatility spillover cannot be around 50, because this would mean that a single commodity can have an impact of around 50% on stocks (or vice versa), which is, I believe, is impossible. For instance I check the example code you included for 4 as...

Thanks I got it. A further question: The example code is for 4 assets, though I am doing for 2 asset classes (stocks and commodities). I have majorly edited through the code, however I got a total spillover index series ranging between 10 to 60. Moreover, net spillover for an asset sometimes reaches...

Hello, Since I am a newbie to RATS and code writing, my question may sound simple to you, though it is not for me.
I would like to obtain Figure 2 (Total Volatility Spillover) as a time series. How can I obtain this?

Thanks for your help,