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Description: This function computes the rolling spillover using the standard VAR estimate.
We implement the parallel version for faster processing. The window is of fixed window
and is rolled over the data. Interpretation of the other parameters is the same as in the
standard computation of spillover.
(Click to check if it's the file you need, and recomment it at the bottom):
|spilloverRollingBK09.Rd|| 1619 || 2018-09-25
|spilloverRollingBK12.Rd|| 1533 || 2018-09-25|