grangers

Inference on Granger-Causality in the Frequency Domain

CRAN Package

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.


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  • Imports2 packages