[R] Wiener-Granger Causality Test in R

2010-12-01 Thread CALEF ALEJANDRO RODRIGUEZ CUEVAS
Hello dudes. I'm developing VAR analysis based on suggestions made by Horváth in its paper Canonical Correlation Analysis and Wiener-Granger Causality Tests. That's the reason I'm looking for if there's any R package to develop Wiener - Granger Causality Test. Thanks a lot for your unvaluable

Re: [R] Wiener-Granger Causality Test in R

2010-12-01 Thread Dennis Murphy
been reduced to an it? That's the reason I'm looking for if there's any R package to develop Wiener - Granger Causality Test. I don't think you'll find a package to develop the test, but perhaps one exists that implements it... For questions of this sort, package sos is an invaluable resource