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grangers: Inference on Granger-Causality in the Frequency Domain
Contains five functions performing the calculation of unconditional and conditional Granger-causality spectra, bootstrap inference on both, and inference on the difference between them via the bootstrap approach of Farne' and Montanari, 2018 <arXiv:1803.00374>.
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Package details |
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| Author | Matteo Farne' <matteo.farne2@unibo.it>, Angela Montanari <angela.montanari@unibo.it> |
| Maintainer | Matteo Farne' <matteo.farne2@unibo.it> |
| License | GPL (>= 2) |
| Version | 0.1.0 |
| URL | https://github.com/MatFar88/grangers |
| Package repository | View on CRAN |
| Installation |
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