duvidas sobre teste de causalidade de granger
Bom dia, qual é o pacote mais adequado para teste de causalidade de granger? o FIAR? ********************************************* Type Package Title Functional Integration Analysis in R Version 0.4 Date 2011-04-01 Author Bjorn Roelstraete Maintainer Bjorn Roelstraete <Bjorn.Roelstraete@ugent.be> Description Contains DCM, (autoregressive) SEM, and multivariate Granger causality tests for analyzing fMRI connectivity data. Depends R (>= 2.11.1),lavaan(>= 0.4-7),Matrix,boot,accuracy,np ********************************************************** Grato, Marcelo Zeuli
Pode ajudar..... http://en.wikipedia.org/wiki/Granger_causality Here is an example of the function grangertest() in the lmtest library of the R software: Granger causality test Model 1: fii ~ Lags(fii, 1:5) + Lags(rM, 1:5) Model 2: fii ~ Lags(fii, 1:5) Res.Df Df F Pr(>F) 1 629 2 634 5 2.5115 0.02896 * --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Granger causality test Model 1: rM ~ Lags(rM, 1:5) + Lags(fii, 1:5) Model 2: rM ~ Lags(rM, 1:5) Res.Df Df F Pr(>F) 1 629 2 634 5 1.1804 0.3172 2012/5/22 Marcelo Zeuli <m_zeuli@yahoo.com>:
Bom dia, qual é o pacote mais adequado para teste de causalidade de granger?
o FIAR?
********************************************* Type Package Title Functional Integration Analysis in R Version 0.4 Date 2011-04-01 Author Bjorn Roelstraete Maintainer Bjorn Roelstraete <Bjorn.Roelstraete@ugent.be> Description Contains DCM, (autoregressive) SEM, and multivariate Granger causality tests for analyzing fMRI connectivity data. Depends R (>= 2.11.1),lavaan(>= 0.4-7),Matrix,boot,accuracy,np
**********************************************************
Grato,
Marcelo Zeuli
_______________________________________________ R-br mailing list R-br@listas.c3sl.ufpr.br https://listas.inf.ufpr.br/cgi-bin/mailman/listinfo/r-br Leia o guia de postagem (http://www.leg.ufpr.br/r-br-guia) e forneça código mínimo reproduzível.
-- Luis Iván Ortiz Valencia Doutorando Saúde Pública - Epidemiologia, IESC, UFRJ Estatístico Msc. Spatial Analyst Msc.
Muito obrigado!!! ________________________________ From: Luis Iván Ortiz Valencia <liov2067@gmail.com> To: r-br@listas.c3sl.ufpr.br; Marcelo Zeuli <m_zeuli@yahoo.com> Sent: Tuesday, May 22, 2012 12:21 PM Subject: Re: [R-br] duvidas sobre teste de causalidade de granger Pode ajudar..... http://en.wikipedia.org/wiki/Granger_causality Here is an example of the function grangertest() in the lmtest library of the R software: Granger causality test Model 1: fii ~ Lags(fii, 1:5) + Lags(rM, 1:5) Model 2: fii ~ Lags(fii, 1:5) Res.Df Df F Pr(>F) 1 629 2 634 5 2.5115 0.02896 * --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Granger causality test Model 1: rM ~ Lags(rM, 1:5) + Lags(fii, 1:5) Model 2: rM ~ Lags(rM, 1:5) Res.Df Df F Pr(>F) 1 629 2 634 5 1.1804 0.3172 2012/5/22 Marcelo Zeuli <m_zeuli@yahoo.com>:
Bom dia, qual é o pacote mais adequado para teste de causalidade de granger?
o FIAR?
********************************************* Type Package Title Functional Integration Analysis in R Version 0.4 Date 2011-04-01 Author Bjorn Roelstraete Maintainer Bjorn Roelstraete <Bjorn.Roelstraete@ugent.be> Description Contains DCM, (autoregressive) SEM, and multivariate Granger causality tests for analyzing fMRI connectivity data. Depends R (>= 2.11.1),lavaan(>= 0.4-7),Matrix,boot,accuracy,np
**********************************************************
Grato,
Marcelo Zeuli
_______________________________________________ R-br mailing list R-br@listas.c3sl.ufpr.br https://listas.inf.ufpr.br/cgi-bin/mailman/listinfo/r-br Leia o guia de postagem (http://www.leg.ufpr.br/r-br-guia) e forneça código mínimo reproduzível.
-- Luis Iván Ortiz Valencia Doutorando Saúde Pública - Epidemiologia, IESC, UFRJ Estatístico Msc. Spatial Analyst Msc.
participantes (2)
-
Luis Iván Ortiz Valencia -
Marcelo Zeuli