Dear Hazzard I. Petzev, you might find causality() in the package vars useful.
Best, Bernhard > -----Ursprüngliche Nachricht----- > Von: r-help-boun...@r-project.org > [mailto:r-help-boun...@r-project.org] Im Auftrag von hazzard > Gesendet: Donnerstag, 3. März 2011 10:07 > An: r-help@r-project.org > Betreff: [R] Multivariate Granger Causality Tests > > Dear Community, > > For my masters thesis I need to perform a multivariate > granger causality test. I have found a code for bivariate > testing on this page > (http://www.econ.uiuc.edu/~econ472/granger.R.txt), which I > think would not be useful for the multivariate case. Does > anybody know a code for a multivariate granger causality > test. Thank you in advance. > > Best Regards > > -- > View this message in context: > http://r.789695.n4.nabble.com/Multivariate-Granger-Causality-T ests-tp3332968p3332968.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ***************************************************************** Confidentiality Note: The information contained in this ...{{dropped:10}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.