I recently know the fastSOM package from google. So I download the package.

But I’m beginner in R.

And I really want to studying spillover measures because I’m interested in volatility spillover. But It’s quite hard for me coding the spillover index.

I got the paper from "http://www.ssc.upenn.edu/~fdiebold/papers/paper75/DY2final.pdf"

and I convert the data csv file. and I load the real data from csv file.

rm (list = ls(all=TRUE))

data<-read.csv("Diebold and Yilmaz.csv", header=TRUE)

returns<-data[1:829,2:20]

but my question is how I can apply the FastSOM packages to the real data?

and How I can plot the spillover using 200-week rolling windows?

the picture is on the paper 66.

please let me know how to I use your FastSOM package accurately.

If you do so, I'd really appreciate that.

But I’m beginner in R.

And I really want to studying spillover measures because I’m interested in volatility spillover. But It’s quite hard for me coding the spillover index.

I got the paper from "http://www.ssc.upenn.edu/~fdiebold/papers/paper75/DY2final.pdf"

and I convert the data csv file. and I load the real data from csv file.

rm (list = ls(all=TRUE))

data<-read.csv("Diebold and Yilmaz.csv", header=TRUE)

returns<-data[1:829,2:20]

but my question is how I can apply the FastSOM packages to the real data?

and How I can plot the spillover using 200-week rolling windows?

the picture is on the paper 66.

please let me know how to I use your FastSOM package accurately.

If you do so, I'd really appreciate that.

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