VARshrink (version 0.3.1)

causality_sh: Causality Analysis for class "varshrinkest"

Description

A modification of vars::causality() for the class "varshrinkest".

Usage

causality_sh(x, cause = NULL, vcov. = NULL, boot = FALSE,
  boot.runs = 100)

Arguments

x

An object of class "varshrinkest" obtained by VARshrink().

cause, vcov., boot, boot.runs

Other arguments for causality analysis; see help(causality) for details.

See Also

causality

Examples

# NOT RUN {
data(Canada, package = "vars")
y <- diff(Canada)
estim <- VARshrink(y, p = 2, type = "const", method = "ridge")
causality_sh(estim, cause = "e")
# }