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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_grangercausality.wasp
Title produced by softwareBivariate Granger Causality
Date of computationFri, 04 Sep 2020 05:56:47 +0200
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2020/Sep/04/t1599191934e9efcgsot4erg7j.htm/, Retrieved Thu, 25 Apr 2024 15:59:22 +0200
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=, Retrieved Thu, 25 Apr 2024 15:59:22 +0200
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Original text written by user:
IsPrivate?This computation is private
User-defined keywords
Estimated Impact0

Tree of Dependent Computations

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
IA
57
49
47
41
68
45
28
58
89
66
70
81
43
75
52
51
56
55
75
50
41
53
66
66
69
80
65
34
96
55
67
62
73
38
69
91
56
51
80
65
53
42
78
52
80
58
60
68
50
59
43
69
67
72
70
70
43
46
57
52
78
58
76
73
72
72
67
64
77
53
54
60
50
58
70
71
46
35
54
78
73
69
37
28
75
44
71
42
69
58
104
59
77
54
54
85
77
59
55
57
74
53
51
81
69
61
62
62
83
57
77
28
64
64
49
52
54
62
53
82
42
61
37
45
67
47
65
52
56
61
73
37
64
80
78
58
53
70
36
59
35
40
60
48
53
44
93
64
46
59
80
41
83
56
81
68
66
45
80
71
32
87
69
68
65
40
37
81
48
55
57
61
74
56
62
36
61
64
51
43
40
56
57
46
53
45
42
84
66
61
76
68
79
47
69
43
87
69
74
74
82
41
56
88
66
60
79
37
57
50
62
76
71
56
92
50
77
63
48
55
49
67
47
64
40
79
49
69
84
83
88
60
85
78
41
61
59
67
77
65
55
65
62
98
53
59
56
57
46
85
63
80
70
60
93
65
83
47
41
58
66
53
57
63
36
60
78
99
69
47
55
45
55
46
62
61
72
50
60
73
85
55
66
36
56
66
73
100
83
56
73
70
53
51
75
37
83
55
67
63
72
73
73
69
70
64
76
56
62
55
37
54
56
83
83
59
53
57
61
65
51
90
55
73
80
58
53
51
79
81
52
60
73
49
86
41
39
33
67
33
48
74
69
65
72
36
50
67
36
88
91
39
87
37
93
84
32
36
70
33
82
35
90
41
78
45
89
43
80
38
77
41
79
48
75
41
82
37
43
84
37
93
42
90
86
48
88
48
Dataseries Y:
Download CSV
Histogram 
Psiko
1.08
1.8
1.4
1.08
1.48
2.16
1.2
2.12
3.2
2.56
1.72
1.52
2.28
1.64
1.12
1.24
1.8
1.04
1.16
1.16
1.2
1.76
1.08
1.2
1
2.12
1.12
1.24
1.36
1.36
1.6
3.16
1.84
1.24
2.08
2.92
1.12
1.68
3.52
3.2
1.88
1.44
1.76
1.4
3.2
1.56
1.44
1.92
1.76
1.48
2.52
2.8
1.76
2.76
1.56
2.56
1.32
1.12
2
1.76
1.56
1.28
2.16
1.72
2.72
3.28
2.04
2.16
1.92
1.24
1.2
1.56
1.56
2.36
2.28
1.2
1.08
1.36
1.04
3.04
3.08
1.72
1.08
1.2
1.32
1.6
1.64
1.2
1.52
1.6
2.56
1.04
1.4
1.64
1.2
2.08
4
1.28
2.12
2.08
2.04
1.32
1.72
2.36
2.4
1.48
2.16
1.24
1.6
1.72
1.84
1.28
1.76
2.12
1.16
1.68
1.32
2.28
2.4
1.48
1.56
1.52
1.36
1.4
1.88
1.16
2.4
2.44
1.48
2.16
1.84
1.2
1.84
1.84
2.48
1.8
1.2
1.44
1.32
1.64
4
1.4
1.16
1
1.52
1.64
1.84
1.48
1.72
2.24
1.84
1.04
1.8
2.12
2.16
1.44
1.36
1.88
1.84
1.4
1.2
2.72
1.28
1.04
2.04
1
1.04
1.68
2.6
1.96
1
1.96
1.24
1.08
1.44
1.16
1.96
2.32
1.8
1.52
1
3.72
1.12
1.2
1.12
1.32
1.2
1.92
2.08
1.28
3.16
1.4
3.4
1.28
1.36
1.2
3.76
1.16
1.32
1.52
1.92
1.08
1.76
2.88
1.68
1.44
1.6
1.08
1.32
2.32
2.4
2.56
1.16
1.44
3.08
1.04
1.52
3.72
1.52
2.32
1.4
2.04
1.24
1.12
1.56
3
2.04
2.16
2.36
2.12
1.96
2.52
1.92
2.48
1.36
1.2
2.12
1.2
1.4
1.6
1.8
2.12
3.04
3.08
1.32
2.36
1.48
1.36
1.04
3.08
1.68
2.2
1.72
2
2.44
1.04
2.52
1.44
1.6
1.12
1.6
1.4
1.88
1.68
1.36
2.64
2.52
3.36
1.6
1.36
2.04
1
2.6
1.04
2.96
1.2
2
1
2.24
1.48
2.68
1.8
1.4
1.36
1.32
1.6
2.48
3.4
3.8
1.96
3
1.52
1.32
1.36
2.48
1.08
2.76
1.72
1.28
1.48
2.44
2.24
2.8
2.36
2.4
1.96
1.2
1.24
1.44
1.32
1.2
1.2
1.08
2
1.76
1.04
1.64
1.32
1
3.16
1.4
1.56
1.44
1.72
2.08
1.92
1
1.08
2.4
3.16
2
1.56
1.76
1.36
2.2
1.56
1.16
1.2
1.36
1.32
1.16
1.72
1.48
1.24
2.24
1.04
1.16
2.28
1.24
3.28
3.16
1.16
3.36
1.08
3.36
3.32
1.12
1.24
2.98
1.24
2.88
1.28
2.64
1.36
2.68
1.48
3
1.48
2.64
1.32
2.24
1.24
2.44
1.24
2.4
1.4
2.32
1.24
1.32
2.4
1.28
3,04
1.32
2.6
2.68
1.36
2.92
1.28

Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time0 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]0 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R ServerBig Analytics Cloud Computing Center


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 1 ; par5 = 1 ; par6 = 0 ; par7 = 0 ; par8 = 1 ;
Parameters (R input):
par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 1 ; par5 = 1 ; par6 = 0 ; par7 = 0 ; par8 = 1 ;
R code (references can be found in the software module):
library(lmtest)
par1 <- as.numeric(par1)
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
par6 <- as.numeric(par6)
par7 <- as.numeric(par7)
par8 <- as.numeric(par8)
ox <- x
oy <- y
if (par1 == 0) {
x <- log(x)
} else {
x <- (x ^ par1 - 1) / par1
}
if (par5 == 0) {
y <- log(y)
} else {
y <- (y ^ par5 - 1) / par5
}
if (par2 > 0) x <- diff(x,lag=1,difference=par2)
if (par6 > 0) y <- diff(y,lag=1,difference=par6)
if (par3 > 0) x <- diff(x,lag=par4,difference=par3)
if (par7 > 0) y <- diff(y,lag=par4,difference=par7)
print(x)
print(y)
(gyx <- grangertest(y ~ x, order=par8))
(gxy <- grangertest(x ~ y, order=par8))
bitmap(file='test1.png')
op <- par(mfrow=c(2,1))
(r <- ccf(ox,oy,main='Cross Correlation Function (raw data)',ylab='CCF',xlab='Lag (k)'))
(r <- ccf(x,y,main='Cross Correlation Function (transformed and differenced)',ylab='CCF',xlab='Lag (k)'))
par(op)
dev.off()
bitmap(file='test2.png')
op <- par(mfrow=c(2,1))
acf(ox,lag.max=round(length(x)/2),main='ACF of x (raw)')
acf(x,lag.max=round(length(x)/2),main='ACF of x (transformed and differenced)')
par(op)
dev.off()
bitmap(file='test3.png')
op <- par(mfrow=c(2,1))
acf(oy,lag.max=round(length(y)/2),main='ACF of y (raw)')
acf(y,lag.max=round(length(y)/2),main='ACF of y (transformed and differenced)')
par(op)
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Granger Causality Test: Y = f(X)',5,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Model',header=TRUE)
a<-table.element(a,'Res.DF',header=TRUE)
a<-table.element(a,'Diff. DF',header=TRUE)
a<-table.element(a,'F',header=TRUE)
a<-table.element(a,'p-value',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Complete model',header=TRUE)
a<-table.element(a,gyx$Res.Df[1])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Reduced model',header=TRUE)
a<-table.element(a,gyx$Res.Df[2])
a<-table.element(a,gyx$Df[2])
a<-table.element(a,gyx$F[2])
a<-table.element(a,gyx$Pr[2])
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Granger Causality Test: X = f(Y)',5,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Model',header=TRUE)
a<-table.element(a,'Res.DF',header=TRUE)
a<-table.element(a,'Diff. DF',header=TRUE)
a<-table.element(a,'F',header=TRUE)
a<-table.element(a,'p-value',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Complete model',header=TRUE)
a<-table.element(a,gxy$Res.Df[1])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Reduced model',header=TRUE)
a<-table.element(a,gxy$Res.Df[2])
a<-table.element(a,gxy$Df[2])
a<-table.element(a,gxy$F[2])
a<-table.element(a,gxy$Pr[2])
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable2.tab')