The RATS Software Forum

Dear All,
I am trying to get the pair wise interconnected plots as given by Diebold and Yilamz (2015) in their paper Trans-Atlantic Equity Volatility Contentedness: U.S. and European Financial Institutions, 2004-2014. This paper has used the Network Contentedness diagram. Can any one help me how to do it in RATS?

The number-crunching is the same as DY 2012. RATS doesn't have that type of graphing capability; I don't even know what does. Have you contacted the authors to see what they used?

At any rate, the "net" measures used are, in effect, subtracting apples from oranges. They might create a pretty graph, but I don't think what they're graphing is particularly interesting.