<html><body><div style="color:#000; background-color:#fff; font-family:times new roman, new york, times, serif;font-size:14pt"><div style="RIGHT: auto"><SPAN style="RIGHT: auto">Muito obrigado!!!</SPAN></div>
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<DIV style="BORDER-BOTTOM: #ccc 1px solid; BORDER-LEFT: #ccc 1px solid; PADDING-BOTTOM: 0px; LINE-HEIGHT: 0; MARGIN: 5px 0px; PADDING-LEFT: 0px; PADDING-RIGHT: 0px; HEIGHT: 0px; FONT-SIZE: 0px; BORDER-TOP: #ccc 1px solid; BORDER-RIGHT: #ccc 1px solid; PADDING-TOP: 0px" class=hr contentEditable=false readonly="true"></DIV><B><SPAN style="FONT-WEIGHT: bold">From:</SPAN></B> Luis Iván Ortiz Valencia <liov2067@gmail.com><BR><B><SPAN style="FONT-WEIGHT: bold">To:</SPAN></B> r-br@listas.c3sl.ufpr.br; Marcelo Zeuli <m_zeuli@yahoo.com> <BR><B><SPAN style="FONT-WEIGHT: bold">Sent:</SPAN></B> Tuesday, May 22, 2012 12:21 PM<BR><B><SPAN style="FONT-WEIGHT: bold">Subject:</SPAN></B> Re: [R-br] duvidas sobre teste de causalidade de granger<BR></FONT></DIV><BR>Pode ajudar.....<BR><BR><BR>http://en.wikipedia.org/wiki/Granger_causality<BR><BR>Here is an example of the function grangertest() in the lmtest library<BR>of the R software:<BR>Granger causality
test<BR><BR>Model 1: fii ~ Lags(fii, 1:5) + Lags(rM, 1:5)<BR>Model 2: fii ~ Lags(fii, 1:5)<BR> Res.Df Df F Pr(>F)<BR>1 629<BR>2 634 5 2.5115 0.02896 *<BR>---<BR>Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1<BR>Granger causality test<BR><BR>Model 1: rM ~ Lags(rM, 1:5) + Lags(fii, 1:5)<BR>Model 2: rM ~ Lags(rM, 1:5)<BR> Res.Df Df F Pr(>F)<BR>1 629<BR>2 634 5 1.1804 0.3172<BR><BR>2012/5/22 Marcelo Zeuli <<A href="mailto:m_zeuli@yahoo.com" ymailto="mailto:m_zeuli@yahoo.com">m_zeuli@yahoo.com</A>>:<BR>> Bom dia,<BR>> qual é o pacote mais adequado para teste de causalidade de granger?<BR>><BR>> o FIAR?<BR>><BR>> *********************************************<BR>> Type Package<BR>> Title Functional Integration Analysis in R<BR>> Version 0.4<BR>> Date
2011-04-01<BR>> Author Bjorn Roelstraete<BR>> Maintainer Bjorn Roelstraete <<A href="mailto:Bjorn.Roelstraete@ugent.be" ymailto="mailto:Bjorn.Roelstraete@ugent.be">Bjorn.Roelstraete@ugent.be</A>><BR>> Description Contains DCM, (autoregressive) SEM, and multivariate<BR>> Granger causality tests for analyzing fMRI connectivity data.<BR>> Depends R (>= 2.11.1),lavaan(>= 0.4-7),Matrix,boot,accuracy,np<BR>><BR>><BR>> **********************************************************<BR>><BR>> Grato,<BR>><BR>> Marcelo Zeuli<BR>><BR>><BR>> _______________________________________________<BR>> R-br mailing list<BR>> <A href="mailto:R-br@listas.c3sl.ufpr.br" ymailto="mailto:R-br@listas.c3sl.ufpr.br">R-br@listas.c3sl.ufpr.br</A><BR>> <A href="https://listas.inf.ufpr.br/cgi-bin/mailman/listinfo/r-br" target=_blank>https://listas.inf.ufpr.br/cgi-bin/mailman/listinfo/r-br</A><BR>> Leia o guia de postagem
(http://www.leg.ufpr.br/r-br-guia) e forneça código<BR>> mínimo reproduzível.<BR><BR><BR><BR>-- <BR>Luis Iván Ortiz Valencia<BR>Doutorando Saúde Pública - Epidemiologia, IESC, UFRJ<BR>Estatístico Msc.<BR>Spatial Analyst Msc.<BR><BR><BR></DIV></DIV></div></body></html>