Tobias

The grangertest function in the lmtest package might be simpler for your
application.

Regards

Schalk Heunis

On Mon, Nov 16, 2009 at 5:31 PM, tobiasfa <tobias.farnlycke@gmail.com>wrote:

>
> Hi useRs..
>
> I cant figure out how to test for causality using causality() in vars
> package
>
> I have two datasets (A, B) and i want to test if A (Granger)cause B.
> How do I write the script? I dont understand ?causality. How do I get x to
> "contain" A and B. Further using the command VAR() to specify x, I dont
> either understand.
>
> Kind regards Tobias
>
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