> > >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. > >______________________________________________ >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.