[R] Rolling Granger Causality

I am using MSBVAR package in R, and have used the following codes: library("MSBVAR") data(IsraelPalestineConflict) granger.test.c <- function(x) c(granger.test(x, p = 6)) aa<-rollapplyr(IsraelPalestineConflict, 1275, granger.test.c, by.column = FALSE ) In rollapply, the width is 1275 (data contai

[R] Rolling Window Granger Causality

Dear Sir, Hi I am new to R and want some help on the subject analysis. I need help to apply causality analysis (available in Package 'VARS') with a per-define rolling window (like rollapply in Package 'Zoo'). Best Wishes Jawad __ R-help@r-project.org m