of Irreproducible Research!
Description of Statistical Computation | |||||||||||||||||||||||||
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Author's title | |||||||||||||||||||||||||
Author | *The author of this computation has been verified* | ||||||||||||||||||||||||
R Software Module | rwasp_grangercausality.wasp | ||||||||||||||||||||||||
Title produced by software | Bivariate Granger Causality | ||||||||||||||||||||||||
Date of computation | Thu, 10 Dec 2009 11:34:06 -0700 | ||||||||||||||||||||||||
Cite this page as follows | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/10/t12604701811viq2yf5jg92xnk.htm/, Retrieved Fri, 29 Mar 2024 12:42:47 +0000 | ||||||||||||||||||||||||
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65700, Retrieved Fri, 29 Mar 2024 12:42:47 +0000 | |||||||||||||||||||||||||
QR Codes: | |||||||||||||||||||||||||
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Original text written by user: | |||||||||||||||||||||||||
IsPrivate? | No (this computation is public) | ||||||||||||||||||||||||
User-defined keywords | SHW WS 10 Bivariate Granger Causality (p = 26) | ||||||||||||||||||||||||
Estimated Impact | 152 | ||||||||||||||||||||||||
Tree of Dependent Computations | |||||||||||||||||||||||||
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data) | |||||||||||||||||||||||||
- [Bivariate Granger Causality] [] [2009-12-07 09:26:51] [b98453cac15ba1066b407e146608df68] - D [Bivariate Granger Causality] [WS 10 Bivariate G...] [2009-12-10 18:34:06] [a45cc820faa25ce30779915639528ec2] [Current] | |||||||||||||||||||||||||
Feedback Forum | |||||||||||||||||||||||||
Post a new message | |||||||||||||||||||||||||
Dataset | |||||||||||||||||||||||||
Dataseries X: | |||||||||||||||||||||||||
100.2 100.4 101.4 103 109.1 111.4 114.1 121.8 127.6 129.9 128 123.5 124 127.4 127.6 128.4 131.4 135.1 134 144.5 147.3 150.9 148.7 141.4 138.9 139.8 145.6 147.9 148.5 151.1 157.5 167.5 172.3 173.5 187.5 205.5 195.1 204.5 204.5 201.7 207 206.6 210.6 211.1 215 223.9 238.2 238.9 229.6 232.2 222.1 221.6 227.3 221 213.6 243.4 253.8 265.3 268.2 268.5 266.9 268.4 250.8 231.2 192 171.4 160 148.1 144.8 147.2 155.1 161.1 169.9 | |||||||||||||||||||||||||
Dataseries Y: | |||||||||||||||||||||||||
14.2 13.5 11.9 14.6 15.6 14.1 14.9 14.2 14.6 17.2 15.4 14.3 17.5 14.5 14.4 16.6 16.7 16.6 16.9 15.7 16.4 18.4 16.9 16.5 18.3 15.1 15.7 18.1 16.8 18.9 19 18.1 17.8 21.5 17.1 18.7 19 16.4 16.9 18.6 19.3 19.4 17.6 18.6 18.1 20.4 18.1 19.6 19.9 19.2 17.8 19.2 22 21.1 19.5 22.2 20.9 22.2 23.5 21.5 24.3 22.8 20.3 23.7 23.3 19.6 18 17.3 16.8 18.2 16.5 16 18.4 | |||||||||||||||||||||||||
Tables (Output of Computation) | |||||||||||||||||||||||||
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Figures (Output of Computation) | |||||||||||||||||||||||||
Input Parameters & R Code | |||||||||||||||||||||||||
Parameters (Session): | |||||||||||||||||||||||||
par1 = 1 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 1 ; par7 = 0 ; par8 = 1 ; | |||||||||||||||||||||||||
Parameters (R input): | |||||||||||||||||||||||||
par1 = 1 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 1 ; par7 = 0 ; par8 = 1 ; | |||||||||||||||||||||||||
R code (references can be found in the software module): | |||||||||||||||||||||||||
library(lmtest) |