用到的函数是grangertest(),具体命令是——
grangertest(formula, data = list(), ...)
先有鸡还是先有蛋的格兰杰因果检验,仅供参考——
## Which came first: the chicken or the egg?
data(ChickEgg)
grangertest(egg ~ chicken, order = 3, data = ChickEgg)
grangertest(chicken ~ egg, order = 3, data = ChickEgg)
## alternative ways of specifying the same test
grangertest(ChickEgg, order = 3)
grangertest(ChickEgg[, 1], ChickEgg[, 2], order = 3)