test for causality
Hi useRs.. I cant figure out how to test for causality using causality() in vars package I have two datasets (A, B) and i want to test if A (Granger)cause B. How do I write the script? I dont understand ?causality. How
Dear Tobias, have a look at example(causality). A Granger-causality test is a F-test. You need to estimate a VAR first, i.e., provide the complete data set (cbind(A, b)) in VAR() and then provide the causing variable(s) in causality. Best, Bernhard
do I get x to "contain" A and B. Further using the command VAR() to specify x, I dont either understand. Kind regards Tobias -- View this message in context: http://old.nabble.com/test-for-causality-tp26373931p26373931.html Sent from the R help mailing list archive at Nabble.com.
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