ms_grangertest2

Faster implementation of the vector version of <code>lmtest::grangertest()</code>. The
function assumes time series always have the same start date and periodicity,
which is true for the data in this package.

Analysis and visualisation of synchrony, interaction, and joint
movements from audio and video movement data of a group of music performers. The demo is data described in Clayton, Leante, and
Tarsitani (2021) <doi:10.17605/OSF.IO/KS325>, while example analyses
can be found in Clayton, Jakubowski, and Eerola (2019)
<doi:10.1177/1029864919844809>. Additionally, wavelet analysis
techniques have been applied to examine movement-related
musical interactions, as shown in Eerola et al. (2018)
<doi:10.1098/rsos.171520>.

Tuomas Eerola

movementsync

Analysis and Visualisation of Musical Audio and Video Movement
Synchrony Data

Martin Clayton

Paul Emms

ms_grangertest2 function

<dl><dt>x</dt>
<dd>either a bivariate series (in which case y has to be missing) or a univariate series of observations</dd>
<dt>y</dt>
<dd>a univariate series of observations (if x is univariate, too).</dd>
<dt>order</dt>
<dd>number of lags (in frames).</dd>
<dt>na.action</dt>
<dd>a function for eliminating NAs after aligning the series x and y.</dd>
<dt>...</dt>
<dd>passed to <code>lmtest::waldtest()</code>.</dd></dl>

Arguments

Test for Granger Causality — ms_grangertest2

<dl>

<dt>x</dt>
<dd>either a bivariate series (in which case y has to be missing) or a univariate series of observations</dd>


<dt>y</dt>
<dd>a univariate series of observations (if x is univariate, too).</dd>


<dt>order</dt>
<dd>number of lags (in frames).</dd>


<dt>na.action</dt>
<dd>a function for eliminating NAs after aligning the series x and y.</dd>


<dt>...</dt>
<dd>passed to <code>lmtest::waldtest()</code>.</dd>

</dl>

ms_grangertest2: Test for Granger Causality

Description

Usage

Value

Arguments

See Also

Examples