granger_test

Granger test of predictive causality (between two time series) using <code>lmtest::grangertest()</code>.

Broadly useful convenient and efficient R functions
that bring users concise and elegant R data analyses.
This package includes easy-to-use functions for
(1) basic R programming
(e.g., set working directory to the path of currently opened file;
import/export data from/to files in any format;
print tables to Microsoft Word);
(2) multivariate computation
(e.g., compute scale sums/means/... with reverse scoring);
(3) reliability analyses and factor analyses;
(4) descriptive statistics and correlation analyses;
(5) t-test, multi-factor analysis of variance (ANOVA),
simple-effect analysis, and post-hoc multiple comparison;
(6) tidy report of statistical models
(to R Console and Microsoft Word);
(7) mediation and moderation analyses (PROCESS);
and (8) additional toolbox for statistics and graphics.

Han-Wu-Shuang Bao

bruceR

Broadly Useful Convenient and Efficient R Functions

granger_test function

<dl><dt>formula</dt>
<dd>Model formula like <code>y ~ x</code>.</dd>
<dt>data</dt>
<dd>Data frame.</dd>
<dt>lags</dt>
<dd>Time lags. Defaults to <code>1:5</code>.</dd>
<dt>test.reverse</dt>
<dd>Whether to test reverse causality. Defaults to <code>TRUE</code>.</dd>
<dt>file</dt>
<dd>File name of MS Word (<code>".doc"</code>).</dd>
<dt>...</dt>
<dd>Arguments passed on to <code>lmtest::grangertest()</code>. For example, you may use robust standard errors by specifying the <code>vcov</code> argument (see <a href="https://github.com/psychbruce/bruceR/issues/23">GitHub Issue #23</a>).</dd></dl>

Arguments

Granger causality test (bivariate). — granger_test

<dl>

<dt>formula</dt>
<dd>Model formula like <code>y ~ x</code>.</dd>


<dt>data</dt>
<dd>Data frame.</dd>


<dt>lags</dt>
<dd>Time lags. Defaults to <code>1:5</code>.</dd>


<dt>test.reverse</dt>
<dd>Whether to test reverse causality. Defaults to <code>TRUE</code>.</dd>


<dt>file</dt>
<dd>File name of MS Word (<code>".doc"</code>).</dd>


<dt>...</dt>
<dd>Arguments passed on to <code>lmtest::grangertest()</code>. For example, you may use robust standard errors by specifying the <code>vcov</code> argument (see <a href='https://github.com/psychbruce/bruceR/issues/23'>GitHub Issue #23</a>).</dd>

</dl>

granger_test: Granger causality test (bivariate).

Description

Usage

Value

Arguments

Details

See Also

Examples