testGranger: Test for Ganger Causality
In svazzole/sparsevar: Sparse VAR/VECM Models Estimation
Description
This function should retain only the coefficients of the
matrices of the VAR that are statistically significative (from the bootstrap)
Usage
1
testGranger(v, eb)
Arguments
v
the VAR object as from fitVAR or simulateVAR
eb
the error bands as obtained from errorBands
svazzole/sparsevar documentation built on April 19, 2021, 2:11 p.m.
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Description
This function should retain only the coefficients of the matrices of the VAR that are statistically significative (from the bootstrap)
Usage
1 | testGranger(v, eb)
|
Arguments
v |
the VAR object as from fitVAR or simulateVAR |
eb |
the error bands as obtained from errorBands |
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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