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grangers  

Inference on Granger-Causality in the Frequency Domain
View on CRAN: Click here


Download and install grangers package within the R console
Install from CRAN:
install.packages("grangers")

Install from Github:
library("remotes")
install_github("cran/grangers")

Install by package version:
library("remotes")
install_version("grangers", "0.1.0")



Attach the package and use:
library("grangers")
Maintained by
Matteo Farne'
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First Published: 2019-06-03
Latest Update: 2019-06-03
Description:
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 .
How to cite:
Matteo Farne' (2019). grangers: Inference on Granger-Causality in the Frequency Domain. R package version 0.1.0, https://cran.r-project.org/web/packages/grangers. Accessed 22 Dec. 2024.
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