NTest: A Net Transfer Entropy Causality Test for Panel Data
In aromeu-source/R-code: Symbolic Transfer Entropy Causality Test for Panel Data

Description Usage Arguments Value Author(s) References Examples

View source: R/NTest.R

Computes the Net Transfer Entropy symbolic test in Camacho, Romeu and Ruiz-Marin (2019)

1	nte <- NTest(data,noms,m,r,B)

`data`	pdataframe, first column Y second column X
`noms`	Vector of names of variables to test
`m`	Length of window
`r`	Lags to include
`B`	Number of bootstraps

nte = a structure with

`testXcY`	test statistic of X causes Y
`testYcX`	test statistic of Y causes X
`NETransfer`	net transfer statistic. Positive: XcY > YcX. Negative: YcX > XcY
`BTS`	a data frame with boots of XcYtest,YcXtest and NTEtest

Andres Romeu Fundamentos del Analisis Economico Universidad de Murcia 30100 SPAIN

Camacho, Romeu and Ruiz-Marin (2019)

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (x)
{
  }