of Irreproducible Research!
Description of Statistical Computation | ||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Author's title | ||||||||||||||||||||||||||||||
Author | *Unverified author* | |||||||||||||||||||||||||||||
R Software Module | rwasp_grangercausality.wasp | |||||||||||||||||||||||||||||
Title produced by software | Bivariate Granger Causality | |||||||||||||||||||||||||||||
Date of computation | Thu, 06 Aug 2020 08:38:00 +0200 | |||||||||||||||||||||||||||||
Cite this page as follows | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2020/Aug/06/t1596695990vkpv0haccd7bf4u.htm/, Retrieved Fri, 27 Sep 2024 23:32:33 +0000 | |||||||||||||||||||||||||||||
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=319211, Retrieved Fri, 27 Sep 2024 23:32:33 +0000 | ||||||||||||||||||||||||||||||
QR Codes: | ||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||
Original text written by user: | ||||||||||||||||||||||||||||||
IsPrivate? | No (this computation is public) | |||||||||||||||||||||||||||||
User-defined keywords | ||||||||||||||||||||||||||||||
Estimated Impact | 161 | |||||||||||||||||||||||||||||
Tree of Dependent Computations | ||||||||||||||||||||||||||||||
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data) | ||||||||||||||||||||||||||||||
- [Bivariate Granger Causality] [] [2020-08-06 06:38:00] [d41d8cd98f00b204e9800998ecf8427e] [Current] | ||||||||||||||||||||||||||||||
Feedback Forum | ||||||||||||||||||||||||||||||
Post a new message | ||||||||||||||||||||||||||||||
Dataset | ||||||||||||||||||||||||||||||
Dataseries X: | ||||||||||||||||||||||||||||||
Adj Close 35891.51953 35513.71094 35695.10156 35850.16016 35980.92969 36212.91016 36106.5 36009.83984 35853.55859 36318.32813 36321.28906 36374.07813 36386.60938 36578.96094 36444.64063 36108.46875 36195.10156 36025.53906 35656.69922 35592.5 35591.25 36256.69141 36469.42969 36582.73828 36616.80859 36975.23047 36971.08984 36546.48047 36395.03125 36153.62109 35876.21875 35808.94922 35498.44141 35352.60938 35756.26172 35898.35156 35871.48047 36213.37891 35973.71094 35905.42969 35867.44141 36063.80859 36442.53906 36636.10156 36725.42188 36671.42969 37054.10156 37535.66016 37752.17188 37754.89063 38024.32031 38095.07031 38363.46875 38386.75 38164.60938 37808.91016 38233.41016 38132.87891 38545.71875 38871.87109 39056.64844 38877.12109 38684.71875 38862.23047 38700.53125 38939.21875 38585.35156 38607.01172 38767.10938 38905.83984 39275.64063 39140.28125 38645.17969 38564.87891 39054.67969 38730.85938 39067.32813 39031.55078 38981.42969 38963.26172 38600.33984 38276.62891 37789.12891 37558.91016 37462.98828 37090.82031 37318.53125 37114.87891 37393.48047 37930.76953 39352.67188 38969.80078 39110.21094 38811.39063 39434.71875 39683.28906 39749.73047 39502.05078 39831.96875 39714.19922 40267.62109 40083.53906 39529.71875 39615.89844 39784.51953 39950.46094 39756.80859 39741.35938 39452.07031 38960.78906 39046.33984 39112.73828 39601.62891 39194.48828 39122.96094 39434.94141 39592.07813 39586.41016 39394.64063 39686.5 39816.48047 39839.25 39908.05859 39513.39063 38720.57031 38730.82031 38557.03906 38823.10938 38736.23047 38896.71094 39131.03906 39215.64063 38897.46094 38337.01172 38031.12891 37982.73828 37847.64844 37830.98047 37882.78906 37686.37109 37397.23828 37481.12109 37018.32031 37118.21875 36699.83984 36976.85156 36690.5 37327.35938 37581.91016 36958.16016 37311.53125 37350.32813 37402.48828 37328.01172 37060.37109 36472.92969 36701.16016 37494.12109 37641.26953 37451.83984 37068.92969 37332.78906 36562.91016 36724.73828 36644.42188 36981.76953 37145.44922 37270.82031 37104.28125 37384.98828 37123.30859 36481.08984 36563.87891 36093.46875 38014.62109 39090.03125 39097.14063 38593.51953 38989.73828 38822.57031 38667.32813 38305.41016 38106.87109 37673.30859 37531.98047 38177.94922 37880.39844 38127.07813 38214.46875 38506.08984 38598.98828 39052.05859 39298.37891 38963.83984 39058.82813 39020.39063 39058.05859 null 39831.83984 40051.87109 40129.05078 40165.03125 40301.96094 40248.23047 40469.78125 40653.73828 40323.60938 40345.07813 40116.05859 40286.48047 40356.69141 40284.19141 40469.69922 40651.64063 40575.17188 40359.41016 40889.23047 40821.30078 41020.60938 41130.17188 40793.80859 40802.17188 40675.44922 40850.28906 40779.58984 40445.14844 40487.42969 40239.87891 40412.57031 40581.71094 41009.71094 40938.71875 41352.17188 41558.57031 41673.92188 41681.53906 41642.66016 41461.26172 41163.76172 41575.14063 41558 41253.73828 | ||||||||||||||||||||||||||||||
Dataseries Y: | ||||||||||||||||||||||||||||||
Adj Close 10792.5 10672.25 10727.34961 10771.79981 10802.15039 10855.15039 10821.59961 10794.9502 10737.59961 10886.79981 10890.29981 10905.2002 10906.9502 10961.84961 10922.75 10831.5 10849.79981 10780.54981 10661.54981 10652.2002 10651.79981 10830.9502 10893.65039 10912.25 10934.34961 11062.4502 11069.40039 10943.59961 10888.79981 10831.40039 10746.04981 10724.40039 10640.9502 10604.34961 10735.4502 10789.84961 10791.65039 10880.09961 10835.29981 10806.65039 10792.5 10863.5 10987.4502 11053 11058.2002 11035.40039 11168.04981 11301.2002 11341.7002 11343.25 11426.84961 11462.2002 11532.40039 11521.04981 11456.90039 11354.25 11483.25 11445.04981 11570 11669.15039 11713.2002 11643.9502 11598 11665.9502 11604.5 11671.9502 11584.29981 11596.7002 11643.4502 11690.34961 11787.15039 11752.79981 11594.4502 11575.9502 11726.15039 11641.79981 11754.65039 11748.15039 11724.75 11712.25 11598.25 11497.90039 11359.4502 11301.79981 11278.90039 11148.2002 11222.04981 11157 11257.09961 11407.15039 11828.25 11709.09961 11737.90039 11657.04981 11844.09961 11924.75 11928.75 11861.09961 11945.90039 11922.79981 12088.54981 12021.65039 11843.75 11870.65039 11922.7002 11965.59961 11906.2002 11914.04981 11823.29981 11672.15039 11691.5 11691.4502 11831.75 11724.09961 11699.65039 11796.4502 11847.54981 11841.54981 11788.84961 11865.59961 11910.29981 11916.75 11946.75 11811.15039 11558.59961 11555.90039 11498.90039 11582.90039 11552.5 11588.34961 11662.59961 11687.5 11596.90039 11419.25 11346.2002 11331.04981 11271.29981 11252.15039 11284.29981 11189.2002 11085.40039 11118 10980 10997.34961 10862.59961 10948.25 10855.5 11032.4502 11109.65039 10925.84961 11029.40039 11047.79981 11053.90039 11017 10918.7002 10741.34961 10829.34961 11057.84961 11105.34961 11046.09961 10948.29981 11023.25 10797.90039 10844.65039 10847.90039 10946.2002 11003.04981 11035.7002 10982.79981 11075.90039 11003.5 10817.59961 10840.65039 10704.79981 11274.2002 11600.2002 11588.2002 11440.2002 11571.2002 11512.40039 11474.4502 11359.90039 11314 11174.75 11126.40039 11313.29981 11234.54981 11305.04981 11341.15039 11428.29981 11464 11586.34961 11661.84961 11588.34961 11604.09961 11582.59961 11583.90039 null 11786.84961 11844.09961 11877.4502 11890.59961 11941.29981 11917.2002 11966.04981 12012.04981 11908.15039 11913.4502 11840.4502 11872.09961 11895.4502 11884.5 11940.09961 11999.09961 11968.40039 11914.40039 12073.75 12037.7002 12100.7002 12151.15039 12056.04981 12048.2002 11994.2002 12043.2002 12018.40039 11921.5 11937.5 11856.79981 11910.15039 11971.79981 12086.7002 12053.9502 12165 12221.65039 12259.7002 12271.79981 12262.75 12214.54981 12126.54981 12245.79981 12255.84961 12168.4502 | ||||||||||||||||||||||||||||||
Tables (Output of Computation) | ||||||||||||||||||||||||||||||
| ||||||||||||||||||||||||||||||
Figures (Output of Computation) | ||||||||||||||||||||||||||||||
Input Parameters & R Code | ||||||||||||||||||||||||||||||
Parameters (Session): | ||||||||||||||||||||||||||||||
par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 1 ; par5 = 1 ; par6 = 0 ; par7 = 0 ; par8 = 1 ; | ||||||||||||||||||||||||||||||
Parameters (R input): | ||||||||||||||||||||||||||||||
par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 1 ; par5 = 1 ; par6 = 0 ; par7 = 0 ; par8 = 1 ; | ||||||||||||||||||||||||||||||
R code (references can be found in the software module): | ||||||||||||||||||||||||||||||
library(lmtest) |