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#2674
ozcanalp
Member

Thank you very much Ding Hao,

I want to perform pairwise Granger causality wald tests after VAR but I can’t find any function for The Granger causality test F statistics in the suanshu package.How can I determine the first
series does not case the second series or the second series does not cause the first series by using Granger causality test. Can you help me ?

Best wishes,

ozcanalp