Multiple Granger Causality Tests for Time Series and Panel Data
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Documentation for package ‘caustests’ version 1.1.1
Help Pages
| caustests | Multiple Granger Causality Tests |
| caustests_data | Example Time Series Dataset for Causality Tests |
| grunfeld_cmg | Example Panel Data for xtpcmg |
| grunfeld_panel | Example Panel Data for xtpcaus |
| plot.caustests | Plot Quantile Causality Results |
| print.xtpcaus | Print Method for xtpcaus Objects |
| print.xtpcmg | Print Method for xtpcmg Objects |
| summary.xtpcaus | Summary Method for xtpcaus Objects |
| summary.xtpcmg | Summary Method for xtpcmg Objects |
| xtpcaus | Panel Granger Causality Tests |
| xtpcmg | Panel Cointegrating Polynomial Regressions via FM-OLS |