Contagion · Spillover

connectedness

Connectedness (Diebold-Yilmaz + Barunik-Krehlik). Total/directional connectedness from a generalized FEVD (Diebold-Yilmaz 2012) plus a short/medium/long frequency decomposition (Barunik-Krehlik 2018). Core spillover primitive.

Identity

version 1.0.0 · capability contagion · min_obs 100 · runner r (connectedness.R)

Primitives

Composes with

not yet a catalog field — operator-composition metadata lands with Pathway F; nothing is invented here.

Parameters

name	type	req
series	series (n=2–8)	required
p	int	optional
H	int	optional

Returns

method,dataset,series,n,var_lag,horizon,total_connectedness,directional,frequency_bands,interpretation

Paper

none — honest: a substrate method; no single companion paper claims it.

Changelog

[object Object]

Run it

curl -s -X POST https://shssm-compute-b7ui3oxaqq-el.a.run.app/api/compute/run \
  -H "Content-Type: application/json" \
  -d '{"method":"connectedness","params":{"series":["India","USA"]}}'

▶ open in the Workbench with connectedness preselected

Generated from GET /api/compute/catalog by scripts/gen-man.mjs — the catalog is the truth; no hand-written method docs. · Econstellar · SHSSM, IIT Bhubaneswar.