Hi:
On Wed, Dec 1, 2010 at 7:49 AM, CALEF ALEJANDRO RODRIGUEZ CUEVAS <
alejandro.rodriguez.cue...@gmail.com> wrote:
> Hello dudes.
>
> I'm developing VAR analysis based on suggestions made by Horváth in its
> paper Canonical Correlation Analysis and Wiener-Granger Causality Tests.
>
Poor Horvath has 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, as in:
library(sos) # install if necessary
findFn('Wiener Granger causality')
Unfortunately, nothing came up from that search so I tried something
simpler:
findFn('Granger causality')
which produced 10 hits in four packages. Those would seem to be useful
places to start in discovering what exists and doesn't exist to aid in the
solution of your problem.
HTH, dude.
Dennis
>
> Thanks a lot for your unvaluable help.
>
> Regards from Mexico
>
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>
>
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