R: Multiple Granger Causality Tests for Time Series and Panel Data

# Multiple Granger Causality Tests for Time Series and Panel Data

## Documentation for package ‘caustests’ version 1.1.1

- DESCRIPTION file.
- Package NEWS.

## Help Pages

caustests | Multiple Granger Causality Tests
caustests_data | Example Time Series Dataset for Causality Tests
grunfeld_cmg | Example Panel Data for xtpcmg
grunfeld_panel | Example Panel Data for xtpcaus
plot.caustests | Plot Quantile Causality Results
print.xtpcaus | Print Method for xtpcaus Objects
print.xtpcmg | Print Method for xtpcmg Objects
summary.xtpcaus | Summary Method for xtpcaus Objects
summary.xtpcmg | Summary Method for xtpcmg Objects
xtpcaus | Panel Granger Causality Tests
xtpcmg | Panel Cointegrating Polynomial Regressions via FM-OLS