_readme

The data in the analysis is provided by:
https://www.sciencedirect.com/science/article/pii/S1201971220324541?via%3Dihub
confirmed1.mat: mY0 (T times 51 matrix)
linkavar1.mat: mD0 (T times 51*51 matrix)

%%%%%%%% Section 3
Figure 1: main_check_lyap.m

Monte Carlo experiments
DN-PAR model: main_mc_tdnp_p1q1_dram.m
CN-PAR model: main_mc_cnp_p1q1.m


%%%%%%%% Section 4
Figure 2: main_conf_fig.m
Figure 3: main_conf_net_heatmap.m

Estimation via DRAM
CN-PAR model: main_conf_cnp_p1q1_dram.m
EN-PAR model: main_conf_ednp_p1q1_dram.m
DN-PAR model: main_conf_tdnp_p1q1_dram.m
CN-PAR-I model: main_conf_cnpi_p1q1_dram.m
EN-PAR-I model: main_conf_ednpi_p1q1_dram.m
DN-PAR-I model: main_conf_tdnpi_p1q1_dram.m

Forecasts
CN-PAR model: main_conf_cnp_p1q1_dram_for.m
EN-PAR model: main_conf_ednp_p1q1_dram_for.m
DN-PAR model: main_conf_tdnp_p1q1_dram_for.m
CN-PAR-I model: main_conf_cnpi_p1q1_dram_for.m
EN-PAR-I model: main_conf_ednp_p1q1_dram_for.m
TN-PAR-I model: main_conf_tdnp_p1q1_dram_for.m

Comparison of Forecasts: main_conf_for_com.m

Figure 4: main_conf_tdnp_p1q1_dram_for_fig.m

