test_granger: Test for Ganger Causality
In sparsevar: Sparse VAR (Vector Autoregression) / VECM (Vector Error Correction Model) Estimation
test_granger R Documentation
Test for Ganger Causality
Description
This function should retain only the coefficients of the
matrices of the VAR that are statistically significative (from the bootstrap)
Usage
test_granger(v, eb)
Arguments
v
the VAR object as from fitVAR or simulateVAR
eb
the error bands as obtained from errorBands
Value
A list of matrices containing only the statistically significant
VAR coefficients (non-significant coefficients are set to zero).
sparsevar documentation built on Feb. 5, 2026, 1:07 a.m.
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| test_granger | R Documentation |
Test for Ganger Causality
Description
This function should retain only the coefficients of the matrices of the VAR that are statistically significative (from the bootstrap)
Usage
test_granger(v, eb)
Arguments
v |
the VAR object as from fitVAR or simulateVAR |
eb |
the error bands as obtained from errorBands |
Value
A list of matrices containing only the statistically significant VAR coefficients (non-significant coefficients are set to zero).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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