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 <arXiv:1803.00374>.

Version: 0.1.0
Depends: R (≥ 3.5)
Imports: vars, tseries
Published: 2019-06-03
Author: Matteo Farne', Angela Montanari
Maintainer: Matteo Farne' <matteo.farne2 at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: grangers results


Reference manual: grangers.pdf


Package source: grangers_0.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): grangers_0.1.0.tgz, r-oldrel (arm64): grangers_0.1.0.tgz, r-release (x86_64): grangers_0.1.0.tgz, r-oldrel (x86_64): grangers_0.1.0.tgz


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