Re: [R] Granger-causality test using vars package

--Ursprüngliche Nachricht- Von: R-help [mailto:r-help-boun...@r-project.org] Im Auftrag von T.Riedle Gesendet: Montag, 23. Januar 2017 13:26 An: R-help@r-project.org Betreff: [EXT] Re: [R] Granger-causality test using vars package Thank you for your reply. The code follows the example in the vignet

Re: [R] Granger-causality test using vars package

find out if prod Granger-causes e, U and rw, respectively i.e. how can I determine that prod Granger-causes e, U and rw? Thanks for your support in advance. ________ From: Pfaff, Bernhard Dr. Sent: 23 January 2017 09:12 To: T.Riedle; R-help@r-project.org Subject: AW: [R] Granger-causality test

Re: [R] Granger-causality test using vars package

n: R-help@r-project.org Betreff: [EXT] [R] Granger-causality test using vars package Dear R-users, I am trying to compute the test statistics for Granger-causality for a VAR(p) model using the "vars" package. I simply used the example proposed by the vars vignette and added the code for

[R] Granger-causality test using vars package

Dear R-users, I am trying to compute the test statistics for Granger-causality for a VAR(p) model using the "vars" package. I simply used the example proposed by the vars vignette and added the code for the Granger-causality. The code looks as follows library(vars) Canada<-Canada[, c("prod",