Executes the complete Transfer Entropy-informed Difference-in-Differences analysis pipeline from data acquisition to model estimation and visualization. This is the main wrapper function for the didTEnets package.
Usage
run_complete_tedid_analysis(
tickers = c(`^GSPC` = "USA", `^FTSE` = "GBR", `^GDAXI` = "DEU", `^FCHI` = "FRA",
`^N225` = "JPN", `^AXJO` = "AUS"),
start_date = "2019-01-01",
end_date = "2021-12-31",
crisis_start = as.Date("2020-03-01"),
crisis_end = as.Date("2020-12-31"),
stringency_threshold = 70,
weight_types = c("correlation", "geographic", "composite"),
quantiles = c(0.1, 0.5, 0.9),
create_plots = TRUE,
verbose = TRUE
)Arguments
- tickers
Named character vector of financial market tickers
- start_date
Character string for analysis start date ("YYYY-MM-DD")
- end_date
Character string for analysis end date ("YYYY-MM-DD")
- crisis_start
Date when crisis period begins
- crisis_end
Date when crisis period ends
- stringency_threshold
Numeric threshold for policy treatment classification
- weight_types
Character vector of network weight types to calculate
- quantiles
Numeric vector of quantile thresholds for TE analysis
- create_plots
Logical indicating whether to generate visualizations
- verbose
Logical indicating whether to print progress messages
Value
Named list containing all analysis results:
- data
Financial and policy data
- networks
Network weights and TE matrices
- tedid
TE-DiD model results
- plots
Visualization objects (if create_plots = TRUE)
- summary
Analysis summary statistics
Examples
if (FALSE) { # \dontrun{
# Define financial markets
tickers <- c("^GSPC" = "USA", "^FTSE" = "GBR", "^GDAXI" = "DEU",
"^FCHI" = "FRA", "^N225" = "JPN", "^AXJO" = "AUS")
# Run complete analysis
results <- run_complete_tedid_analysis(
tickers = tickers,
start_date = "2019-01-01",
end_date = "2021-12-31",
create_plots = TRUE
)
# View main results
print(results$tedid$main_model)
print(results$summary)
} # }