CRAN/E | grangers

grangers

Inference on Granger-Causality in the Frequency Domain

Installation

About

Contains five functions performing the calculation of unconditional and conditional Granger-causality spectra, bootstrap inference on both, and inference on the difference between them via the bootstrap approach of Farne' and Montanari, 2018 .

github.com/MatFar88/grangers

Key Metrics

Version 0.1.0
R ≥ 3.5
Published 2019-06-03 1925 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks grangers results

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Maintainer

Maintainer

Matteo Farne'

[email protected]

Authors

Matteo Farne'
Angela Montanari

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

R ≥ 3.5

Imports

vars
tseries