grangers
Inference on Granger-Causality in the Frequency Domain
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 doi:10.48550/arXiv.1803.00374.
- Version0.1.0
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release06/03/2019
Team
Matteo Farne'
Angela Montanari
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- Imports2 packages