Hi users
ı cant find and also do nonlinear garnger causality R codes, Is anyone send
me an example??? thanks lots of
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[[alter
>
>
>Hi useRs..
>
>I cant figure out how to test for causality using causality() in vars
>package
>
>I have two datasets (A, B) and i want to test if A (Granger)cause B.
>How do I write the script? I dont understand ?causality. How
Dear Tobias,
have a look at example(causality). A Granger-causal
Tobias
The grangertest function in the lmtest package might be simpler for your
application.
Regards
Schalk Heunis
On Mon, Nov 16, 2009 at 5:31 PM, tobiasfa wrote:
>
> Hi useRs..
>
> I cant figure out how to test for causality using causality() in vars
> package
>
> I have two datasets (A, B)
Hi useRs..
I cant figure out how to test for causality using causality() in vars
package
I have two datasets (A, B) and i want to test if A (Granger)cause B.
How do I write the script? I dont understand ?causality. How do I get x to
"contain" A and B. Further using the command VAR() to specify x
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