Re: [R] Converting the results of granger.test into a matrix

2008-06-28 Thread tolga . i . uzuner
-array(NA,c(noitems,noitems)) gt_mat[cols]<-gt[,"p-value"] gt_mat I am sure there is a more elegant way to create firstcol and secondcol, but it works, nonetheless. Tolga Patrick Burns <[EMAIL PROTECTED]> 28/06/2008 19:29 To [EMAIL PROTECTED] cc Subject Re: [R] Conver

[R] Converting the results of granger.test into a matrix

2008-06-28 Thread tolga . i . uzuner
Dear R Users, The granger.test command in the MSBVAR package estimates all possible bivariate Granger causality tests for m variables. If one passes a data frame with 3 rows, it returns 6 granger tests in two rows, one for the F-statistic and another for the p-value. For example: > a<-rnorm(1