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grangers
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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All associated links for this package
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 21 Nov. 2024.
Previous versions and publish date:
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Complete documentation for grangers
Functions, R codes and Examples using
the grangers R package
Some associated functions: Granger.conditional . Granger.inference.conditional . Granger.inference.difference . Granger.inference.unconditional . Granger.unconditional . bc_test_cond . bc_test_uncond . euro_area_indicators .
Some associated R codes: Granger_conditional.R . Granger_inference_conditional.R . Granger_inference_difference.R . Granger_inference_unconditional.R . Granger_unconditional.R . bc_test_cond.R . bc_test_uncond.R . euro_area_indicators.R . Full grangers package functions and examples
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