causality_sh: Causality Analysis for class "varshrinkest"

In VARshrink: Shrinkage Estimation Methods for Vector Autoregressive Models

Description

A modification of vars::causality() for the class "varshrinkest".

Usage

causality_sh(x, cause = NULL, vcov. = NULL, boot = FALSE,
  boot.runs = 100)

Arguments

x	An object of class "varshrinkest" obtained by VARshrink().
cause, vcov., boot, boot.runs	Other arguments for causality analysis; see help(causality) for details.

See Also

causality

Examples

data(Canada, package = "vars")
y <- diff(Canada)
estim <- VARshrink(y, p = 2, type = "const", method = "ridge")
causality_sh(estim, cause = "e")

VARshrink documentation built on Oct. 9, 2019, 5:06 p.m.