Description Usage Arguments Details Value Examples

To test the result of granger test

1 | ```
testGT(x, y, order.max)
``` |

`x` |
A vector represents one variable |

`y` |
A vector represents another variable |

`order.amx` |
The max time lag in granger test. |

There is two test for result. First test is to test whether the model is consistent, i.e. the dw is between 2 and 3. Second test is to judge whether the sum of residuals squares is different.

A dataframe including sic items: judge is the judgement of causality,order, EU_Y is the sum of residuals squares in restricted model, aicEU_Y is the AIC value in restricted model, EUY is the sum of residuals squares in unrestricted model, aicEUY is the AIC value in unrestricted model, dw is the Durbin-Watson test value.

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