Tobias The grangertest function in the lmtest package might be simpler for your application.
Regards Schalk Heunis On Mon, Nov 16, 2009 at 5:31 PM, tobiasfa <tobias.farnly...@gmail.com>wrote: > > 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 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. > > ______________________________________________ > 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. > [[alternative HTML version deleted]] ______________________________________________ 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.
