Dear All,
I am doing Casuality test among several time series variables.
I am using the granger.test() function in the MSBVAR package. I am also
trying to do the Sims Causality test (which tests the relationship between
present values of one variable and the leading values of an other variable).
Is there a function in R that does the Sims Causality test? I appreciate
your help.
Thanks,
Bereket
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