Package: grangers
Title: Inference on Granger-Causality in the Frequency Domain
Version: 0.1.0
Author: Matteo Farne' <matteo.farne2@unibo.it>, Angela Montanari <angela.montanari@unibo.it>
Maintainer: Matteo Farne' <matteo.farne2@unibo.it>
Description: Contains five functions performing the calculation of unconditional and conditional Granger-causality spectra, bootstrap inference on both, and inference on the difference between them via the bootstrap approach of Farne' and Montanari, 2018 <arXiv:1803.00374>.
Depends: R (>= 3.5)
License: GPL (>= 2)
URL: https://github.com/MatFar88/grangers
Imports: vars, tseries
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.1.1
NeedsCompilation: no
Packaged: 2019-05-30 23:14:59 UTC; Calif
Repository: CRAN
Date/Publication: 2019-06-03 12:50:13 UTC
Built: R 4.6.0; ; 2026-04-28 18:06:43 UTC; unix
