tsp.granger: Granger Causality test for multivariate VAR models
In espher1987/tseries.plot: Time Series Plot
tsp.granger R Documentation
Granger Causality test for multivariate VAR models
Description
Perform Granger causality block test based on Wald Chi-Squared
Usage
tsp.granger(model)
Arguments
model
VAR object created with vars::VAR()
Value
tibble class data with causality test for each pair
Examples
library(tseries.plot)
library(vars)
data("Canada")
tsp.granger(VAR(Canada,2))
espher1987/tseries.plot documentation built on Nov. 2, 2022, 5:48 p.m.
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| tsp.granger | R Documentation |
Granger Causality test for multivariate VAR models
Description
Perform Granger causality block test based on Wald Chi-Squared
Usage
tsp.granger(model)
Arguments
model |
VAR object created with vars::VAR() |
Value
tibble class data with causality test for each pair
Examples
library(tseries.plot)
library(vars)
data("Canada")
tsp.granger(VAR(Canada,2))
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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