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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_grangercausality.wasp
Title produced by softwareBivariate Granger Causality
Date of computationFri, 23 Nov 2012 09:53:31 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/Nov/23/t1353684536bnd1dw4kakgwou7.htm/, Retrieved Wed, 01 May 2024 14:39:28 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=192161, Retrieved Wed, 01 May 2024 14:39:28 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsCBOE Put/Call Ratio vs S&P500
Estimated Impact83

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] [CBOE Put/Call Rat...] [2012-11-23 14:53:31] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.25
1.12
1.26
1.26
1.04
0.99
1.42
1.18
1.36
1.4
1.29
0.99
1.44
1.37
3.5
2.08
2.1
2.21
1.53
1.08
0.98
1.5
1.55
1.17
1.32
1.48
1.18
1.04
1.62
1.44
0.76
0.93
3.17
1.47
2.56
1.91
2.09
1.76
1
0.98
1.54
1.5
1.08
1.21
1.18
1.16
1.35
1.29
1.07
1.23
1.6
1.36
1.79
1.45
1.52
1.76
2.42
1.43
2.4
2.15
1.58
1.29
1.29
2.18
1.87
1.17
1.41
1.15
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1.15
1.09
1.03
1.83
1.55
1.85
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1.95
1.65
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2.16
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1.72
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1.16
1.68
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1.36
1.55
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1.49
1.21
1.35
1.06
1.35
1.86
2.3
1.68
1.83
1.22
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1.41
1.26
1.33
1.41
1.24
1.28
1.23
0.91
1.22
1.32
1.18
1.39
1.78
2.65
1.22
1.23
2.21
1
2.01
1.01
1.05
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1.19
1.47
0.67
1.6
1.49
1.19
0.97
1.24
1.15
1.8
1.98
3.36
1.33
2.14
1.49
1.74
1
1.44
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1.85
1.38
1.49
1.4
1.32
1.22
1.21
1.21
1.3
1.95
1.79
2.05
1.57
1.6
1.33
1.52
1.75
1.54
1.36
0.93
1.58
1.16
1.41
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1.56
1.68
1.04
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1.32
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1.72
1.69
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1.71
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1.22
1.47
1.55
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1.34
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1.4
0.97
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1.65
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1.91
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1.79
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1.82
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1.2
1.35
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1.61
1.6
1.02
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1.33
1.12
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1.58
2.03
1.25
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1.5
1.45
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1.46
1.07
0.87
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1.33
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1.4
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1.87
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1.5
1.71
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1.24
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1.89
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1.76
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1.66
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1.46
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1.37
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1.81
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1.77
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1.21
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1.67
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1.49
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1
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1
1.28
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1
1.33
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1.42
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1.19
0.73
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1.31
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1.23
1.23
1.01
1.22
1.17
0.72
1.18
1.06
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1
0.8
1.13
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1.17
0.77
1.03
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1.26
1.23
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1.35
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1.39
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1.22
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1.22
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1.58
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1
1.07
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0.61
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1
0.94
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1.23
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1.39
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1.24
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1
1.12
1.32
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0.7
0.81
1.36
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1.3
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1.06
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1.06
1.01
1.28
0.86
0.96
1.27
0.77
1.32
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1.41
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1.24
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1.19
0.99
1.71
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1.45
1.1
0.91
1.36
1.01
1.31
1.25
1.33
1.65
0.94
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1.43
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1.87
1.27
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1.31
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1.79
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1.55
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1.37
1.37
0.98
1.64
1.51
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1.17
1.04
1.74
1.84
1.44
1.99
1.11
1.25
1.47
2.2
1.67
1.31
1.68
1.23
1.87
1.3
1.7
1.79
1.35
1.46
2.1
1.33
2.39
1.28
1.49
1.34
1.35
1.69
0.81
1.16
1.08
1.66
1.63
1.53
1.93
0.49
1.37
1.56
1.36
1.53
1.48
1.26
1.29
0.89
1.38
0.96
1.44
1.33
1.57
1.27
1.58
1.48
1.86
0.88
1.72
1.17
1.26
1.31
1.09
0.95
1.06
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0.98
1.2
1.59
0.95
1.51
1.17
1.14
1.62
1.11
1.02
1.06
1.48
0.82
1.39
1.2
1.12
1.47
1.24
0.99
1.25
0.59
1.1
1.23
1.2
0.91
0.95
1.16
1.33
1.07
0.97
1.11
1.2
0.92
1.22
1.53
1.3
1.63
0.85
0.85
1.21
1.72
0.93
1.07
1.27
1.13
2
1.74
1.11
1.8
1.6
1.5
1.94
1.26
2.07
1.85
1.58
1.23
1.69
1.43
1.39
1.24
0.99
0.97
1.13
1.58
1.07
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1.83
1.04
0.94
1.46
1.36
1.41
1.34
1.76
1.38
1.18
1.32
1.21
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1.2
1.48
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1.23
1.99
1.68
1.74
1.21
1.51
1.51
1.34
1.21
1.03
0.95
1.59
1.21
1.09
1.35
1.51
1.33
1.14
2.05
1.24
1.27
0.94
1.47
2.12
1.29
1.23
0.91
1.51
0.92
1.19
1.17
1.43
1.2
1.64
0.93
1.12
1.03
1.58
1.23
0.98
0.83
1.51
1
1.71
1.77
1.24
1.15
1.34
1.48
1.42
1.4
0.96
1.8
1.1
1.56
1.82
1.13
1.14
1.67
1.26
1.51
1.46
1.08
1.66
1.53
1.07
1.42
1.51
0.92
1.61
1.05
1.01
1.49
1.4
1.29
1.34
1.8
1.62
1.42
1.85
1.36
1.08
1.53
1.2
0.84
1.31
1.57
1.74
1.21
1.28
1.22
1.38
2.31
1.41
1.22
1.13
0.96
1.24
1.46
1.07
1.29
1.12
1.75
0.89
1.22
1.2
1.04
1.1
1.44
1
1.07
1.61
2.1
1.39
1.27
1.86
1.39
1
1.62
1.44
1.26
1.12
1.46
1.17
0.98
1.24
0.99
1.27
1.44
0.99
0.62
1.07
1.39
1.23
0.72
1.37
1.34
1.27
1.03
1.19
1.03
1.01
1.22
1.19
1.24
0.93
0.71
0.74
0.69
1.06
1.27
1
1.52
1.2
1.29
1.3
1.49
1.53
1.26
0.94
0.89
0.98
0.76
1.32
1.04
1.24
1.1
0.88
0.93
0.83
1.37
1.28
1.23
1.28
1.31
1.13
1.79
1.32
1.83
0.88
1.48
1.4
1.06
1.16
1.2
1.25
0.84
1.12
1.57
0.83
1.41
0.95
1.18
1.44
0.99
1.29
1.35
1.79
1.31
0.89
1.17
0.94
0.9
1.29
1.69
0.87
1.46
1.02
0.91
1.31
1.05
1.25
1.11
0.76
0.98
1.3
1.16
1.21
1.37
0.94
1.52
1.45
1.4
1.08
0.8
1.3
0.93
1.23
1.17
0.72
1.05
1.68
0.95
0.96
1.38
1.27
0.84
0.88
1.24
0.91
1.26
1.09
1.11
1.41
1.67
1.09
0.75
0.98
1.29
0.95
0.85
1.1
1.15
0.97
1.14
1.18
1.43
0.99
0.93
1.27
0.68
0.64
1.39
1.11
2.04
1.14
1.17
0.96
0.96
1.03
1.03
1.17
1.36
0.89
1.05
1.16
1.14
1
1.32
1.51
0.75
1.02
0.99
1.03
1.13
1.53
1.3
1.05
1.16
1.35
1.25
1.32
1.04
1.43
1.09
0.68
0.76
0.64
0.83
0.92
0.89
1.22
1.08
1.23
1.19
1.12
1.2
1.12
1.22
1.33
1.57
1.4
1.26
1.3
1.61
0.98
1.64
1.41
1.14
1.48
1.17
1.54
1.58
1.49
1.71
1.45
1.16
1.27
1.55
1.57
1.07
1.22
1.39
1.39
1.21
1.25
1.22
1.16
1.09
1.31
1.82
1.49
1.47
1.99
1.53
2.08
1.75
1.23
1.62
1.5
1.58
1.57
1.86
1.7
2.16
1.8
1.18
1.23
1.4
1.22
1.57
1.45
1.41
1.65
1.53
1.48
1.29
1.52
1.9
1.68
1.63
1.3
1.1
1.56
1.44
1.43
1.56
1.01
1.29
1.13
2.08
1.51
0.58
1.45
1.38
1.83
1.55
1.5
1.6
1.33
1.28
1.18
1.18
0.83
1.01
1.07
1.61
1.35
1.47
1.26
1.67
1.21
1.04
1.22
1.52
1.66
1.35
1.07
1.03
2.2
1.38
1.02
1.43
1
1.56
1.4
0.99
1.34
1.23
0.57
1.25
1.15
1.07
1.55
1.73
0.96
0.66
1.42
1.2
1.18
1.09
0.93
1.32
0.87
1.17
0.66
1.02
1.23
1.05
1.5
1.33
1.46
1.35
1.25
1.12
1.16
1.24
1.72
1.06
0.98
1.73
1.68
1.28
1.18
1.3
1.47
0.99
1.44
1.13
1.28
0.8
0.95
1.81
1.11
1.21
1.32
1.68
1.59
1.43
1.7
1.54
1.33
1.32
1.19
1.64
1.19
1.3
1.61
1.05
1.22
1.39
1.03
1.29
0.96
1.39
1.35
0.93
0.93
1.29
1.18
0.86
1.13
0.93
1.29
1
0.9
1.07
0.88
1.33
1.13
1.29
1.57
1.47
1.12
1.1
1.86
1.5
1.21
1.15
1.04
0.98
1.81
1.11
1.06
1.23
1.45
1.16
1.34
1.38
1.03
0.89
0.75
1.2
1.47
1.1
1.49
1.5
1.15
1.05
1.3
1.19
1.47
1.15
1.18
0.9
1.01
1.31
1.1
0.9
1.14
1.04
1.08
0.8
1.07
1.41
1.1
0.79
0.89
0.86
1.11
0.81
0.86
0.86
1.24
1.01
0.74
0.84
1.19
1.04
1.09
0.85
0.93
0.89
1.05
1.13
0.89
1.1
0.73
0.97
0.98
1.64
0.97
1.09
1.18
0.96
1.1
1.12
1.06
1.24
1.37
1.11
1.01
1.06
0.93
0.77
0.81
0.77
0.9
0.9
1.2
1.12
0.73
0.84
1.01
0.94
1
1
1.03
0.94
1.06
1.31
1.14
1.12
1.03
1.28
1.07
1.02
1.14
1.27
0.63
0.87
0.84
0.95
1.33
1.1
0.87
0.98
0.62
1.32
0.93
1.26
0.73
0.9
1.03
1.04
1.23
1.51
1.15
0.65
1.22
1.36
1.02
0.78
1.7
1
Dataseries Y:
Download CSV
Histogram 
1367.81
1367.34
1364.3
1379.78
1382.84
1385.72
1378.33
1380.9
1384.42
1393.22
1396.57
1399.76
1401.2
1400.5
1402.81
1406.09
1400.95
1381.96
1386.72
1399.48
1400.63
1396.71
1409.12
1414.76
1412.9
1407.29
1409.84
1413.04
1411.56
1413.21
1425.49
1427.09
1422.48
1425.55
1423.53
1418.3
1410.76
1416.9
1426.84
1424.73
1418.3
1416.6
1418.34
1409.71
1412.84
1412.11
1414.85
1423.82
1430.73
1431.9
1430.62
1426.37
1430.5
1422.95
1427.99
1440.13
1423.9
1422.18
1420.62
1428.82
1438.24
1445.94
1448.39
1446.99
1448
1450.02
1448.31
1438.06
1433.37
1444.26
1455.3
1456.81
1455.54
1459.68
1457.63
1456.38
1451.19
1449.37
1399.04
1406.82
1403.17
1387.17
1374.12
1395.41
1391.97
1401.89
1402.84
1406.6
1377.95
1387.17
1392.28
1386.95
1402.06
1410.94
1435.04
1434.54
1436.11
1437.5
1428.61
1417.23
1422.53
1420.86
1424.55
1437.77
1439.37
1443.76
1444.61
1448.39
1438.87
1447.8
1452.85
1468.33
1471.48
1472.5
1470.73
1484.35
1480.93
1480.41
1495.42
1494.25
1494.07
1482.37
1486.3
1495.92
1502.39
1505.62
1509.48
1507.72
1512.58
1491.47
1505.85
1503.15
1501.19
1514.14
1512.75
1522.75
1525.1
1524.12
1522.28
1507.51
1515.73
1518.11
1530.23
1530.62
1536.34
1539.18
1530.95
1517.38
1490.72
1507.67
1509.12
1493
1515.67
1522.97
1532.91
1531.05
1533.7
1512.84
1522.19
1502.56
1497.74
1492.89
1506.34
1505.71
1503.35
1519.43
1524.87
1525.4
1530.44
1531.85
1510.12
1518.76
1547.7
1552.5
1549.52
1549.37
1546.17
1553.08
1534.1
1541.57
1511.04
1518.09
1482.66
1458.95
1473.91
1455.27
1465.81
1472.2
1433.06
1467.67
1476.71
1497.49
1453.09
1453.64
1452.92
1426.54
1406.7
1411.27
1445.94
1445.55
1447.12
1464.07
1462.5
1479.37
1466.79
1432.36
1463.76
1457.64
1473.99
1489.42
1472.29
1478.55
1453.55
1451.7
1471.49
1471.56
1483.95
1484.25
1476.65
1519.78
1529.03
1518.75
1525.75
1517.73
1517.21
1525.42
1531.38
1526.75
1547.04
1546.63
1539.59
1542.84
1557.59
1552.58
1565.15
1562.47
1554.41
1561.8
1548.71
1538.53
1541.24
1540.08
1500.63
1506.33
1519.59
1515.88
1514.4
1535.28
1540.98
1531.02
1549.38
1508.44
1509.65
1502.17
1520.27
1475.62
1474.77
1453.7
1439.18
1481.05
1470.58
1451.15
1458.74
1433.27
1439.7
1416.77
1440.7
1407.22
1428.23
1469.02
1469.72
1481.14
1472.42
1462.79
1485.01
1507.34
1504.66
1515.96
1477.65
1486.59
1488.41
1467.95
1445.9
1454.98
1453
1460.12
1484.46
1496.45
1497.66
1476.27
1478.49
1468.36
1447.16
1447.16
1411.63
1416.18
1390.19
1409.13
1420.33
1401.02
1416.25
1380.95
1373.2
1333.25
1325.19
1310.5
1338.6
1352.07
1330.61
1353.96
1362.3
1355.81
1378.55
1395.42
1380.82
1336.64
1326.45
1336.91
1331.29
1339.13
1348.86
1367.21
1348.86
1349.99
1348.78
1360.03
1342.53
1353.11
1371.8
1381.29
1380.02
1367.68
1330.63
1331.34
1326.75
1333.7
1304.34
1293.37
1273.37
1320.65
1308.77
1315.48
1288.14
1276.6
1330.74
1298.42
1329.51
1349.88
1352.99
1341.13
1325.76
1315.22
1322.7
1370.18
1367.53
1369.31
1370.4
1372.54
1365.54
1354.49
1360.55
1332.83
1328.32
1334.43
1364.71
1365.56
1390.33
1388.17
1375.94
1379.93
1388.82
1397.84
1396.37
1390.94
1385.59
1409.34
1413.9
1407.49
1418.26
1392.57
1397.68
1388.28
1403.58
1403.04
1408.66
1423.57
1425.35
1426.63
1413.4
1390.71
1394.35
1375.93
1385.35
1390.84
1398.26
1400.38
1385.67
1377.65
1377.2
1404.05
1360.68
1361.76
1358.44
1335.49
1339.87
1360.03
1360.14
1350.93
1337.81
1342.83
1317.93
1318
1314.29
1321.97
1283.15
1278.38
1280
1284.91
1261.52
1262.9
1252.31
1273.7
1244.69
1253.39
1239.49
1228.3
1214.91
1245.36
1260.32
1260.68
1260
1277
1282.19
1252.54
1257.76
1234.37
1263.2
1284.26
1267.38
1260.31
1249.01
1284.88
1289.19
1266.07
1296.32
1305.32
1289.59
1285.83
1292.93
1298.2
1278.6
1266.69
1274.54
1277.72
1292.2
1266.84
1271.51
1281.66
1300.68
1282.83
1277.58
1274.98
1236.83
1242.31
1267.79
1224.51
1232.04
1249.05
1251.7
1192.7
1213.6
1156.39
1206.51
1255.08
1207.09
1188.22
1185.87
1209.18
1213.27
1106.42
1166.36
1161.06
1114.28
1099.23
1056.89
996.23
984.94
909.92
899.22
1003.35
998.01
907.84
946.43
940.55
985.4
955.05
896.78
908.11
876.77
848.92
940.51
930.09
954.09
968.75
966.3
1005.75
952.77
904.88
930.99
919.21
898.95
852.3
911.29
873.29
850.75
859.12
806.58
752.44
800.03
851.81
857.39
887.68
896.24
816.21
848.81
870.74
845.22
876.07
909.7
888.67
899.24
873.59
879.73
868.57
913.18
904.42
885.28
887.88
871.63
863.16
868.15
872.8
869.42
890.64
903.25
931.8
927.45
934.7
906.65
909.73
890.35
870.26
871.79
842.62
843.74
850.12
805.22
840.24
827.5
831.95
836.57
845.71
874.09
845.14
825.88
825.44
838.51
832.23
845.85
868.6
869.89
827.16
833.74
835.19
826.84
789.17
788.42
778.94
770.05
743.33
773.14
764.9
752.83
735.09
700.82
696.33
712.87
682.55
683.38
676.53
719.6
721.36
750.74
756.55
753.89
778.12
794.35
784.04
768.54
822.92
806.12
813.88
832.86
815.94
787.53
797.87
811.08
834.38
842.5
835.48
815.55
825.16
856.56
858.73
841.5
852.06
865.3
869.6
832.39
850.08
843.55
851.92
866.23
857.51
855.16
873.64
872.81
877.52
907.24
903.8
919.53
907.39
929.23
909.24
908.35
883.92
893.07
882.88
909.71
908.13
903.47
888.33
887
910.33
893.06
906.83
919.14
942.87
944.74
931.76
942.46
940.09
939.14
942.43
939.15
944.89
946.21
923.72
911.97
910.71
918.37
921.23
893.04
895.1
900.94
920.26
918.9
927.23
919.32
923.33
896.42
898.72
881.03
879.56
882.68
879.13
901.05
905.84
932.68
940.74
940.38
951.13
954.58
954.07
976.29
979.26
982.18
979.62
975.15
986.75
987.48
1002.63
1005.65
1002.72
997.08
1010.48
1007.1
994.35
1005.81
1012.73
1004.09
979.73
989.67
996.46
1007.37
1026.13
1025.57
1028
1028.12
1030.98
1028.93
1020.62
998.04
994.75
1003.24
1016.4
1025.39
1033.37
1044.14
1042.73
1049.34
1052.63
1068.76
1065.49
1068.3
1064.66
1071.66
1060.87
1050.78
1044.38
1062.98
1060.61
1057.08
1029.85
1025.21
1040.46
1054.72
1057.58
1065.48
1071.49
1076.19
1073.19
1092.02
1096.56
1087.68
1097.91
1091.06
1081.4
1092.91
1079.6
1066.95
1063.41
1042.63
1066.11
1036.19
1042.88
1045.41
1046.5
1066.63
1069.3
1093.08
1093.01
1098.51
1087.24
1093.48
1109.3
1110.32
1109.8
1094.9
1091.38
1106.24
1105.65
1110.63
1091.49
1095.63
1108.86
1109.24
1099.92
1105.98
1103.25
1091.94
1095.95
1102.35
1106.41
1114.11
1107.93
1109.18
1096.08
1102.47
1114.05
1118.02
1120.59
1126.48
1127.78
1126.2
1126.42
1115.1
1132.99
1136.52
1137.14
1141.69
1144.98
1146.98
1136.22
1145.68
1148.46
1136.03
1150.23
1138.04
1116.48
1091.76
1096.78
1092.17
1097.5
1084.53
1073.87
1089.19
1103.32
1097.28
1063.11
1066.19
1056.74
1070.52
1068.13
1078.47
1075.51
1094.87
1099.51
1106.75
1109.17
1108.01
1094.6
1105.24
1102.94
1104.49
1115.71
1118.31
1118.79
1122.97
1138.7
1138.5
1140.45
1145.61
1150.24
1149.99
1150.51
1159.46
1166.21
1165.83
1159.9
1165.81
1174.17
1167.72
1165.73
1166.59
1173.22
1173.27
1169.43
1178.1
1187.44
1189.44
1182.45
1186.44
1194.37
1196.48
1197.3
1210.65
1211.67
1192.13
1197.52
1207.17
1205.94
1208.67
1217.28
1212.05
1183.71
1191.36
1206.78
1186.69
1202.26
1173.6
1165.87
1128.15
1110.88
1159.73
1155.79
1171.67
1157.44
1135.68
1136.94
1120.8
1115.05
1071.59
1087.69
1073.65
1074.03
1067.95
1103.06
1089.41
1070.71
1098.38
1102.83
1064.88
1050.47
1062
1055.69
1086.84
1091.6
1089.63
1115.23
1114.61
1116.04
1117.51
1113.2
1095.31
1092.04
1073.69
1076.76
1074.57
1041.24
1030.71
1027.37
1022.58
1028.06
1060.27
1070.25
1077.96
1078.75
1095.34
1095.17
1096.48
1064.88
1071.25
1083.48
1069.59
1093.67
1102.66
1115.01
1113.84
1106.13
1101.53
1101.6
1125.86
1120.46
1127.24
1125.81
1121.64
1127.79
1121.06
1089.47
1083.61
1079.25
1079.38
1092.54
1094.16
1075.63
1071.69
1067.36
1051.87
1055.33
1047.22
1064.59
1048.92
1049.33
1080.29
1090.1
1104.51
1091.84
1098.87
1104.18
1109.55
1121.9
1121.1
1125.07
1124.66
1125.59
1142.71
1139.78
1134.28
1124.83
1148.67
1142.16
1147.7
1144.73
1141.2
1146.24
1137.03
1160.75
1159.97
1158.06
1165.15
1165.32
1169.77
1178.1
1173.81
1176.19
1184.71
1165.9
1178.17
1180.26
1183.08
1185.62
1185.64
1182.45
1183.78
1183.26
1184.38
1193.57
1197.96
1221.06
1225.85
1223.25
1213.4
1218.71
1213.54
1199.21
1197.75
1178.34
1178.59
1196.69
1199.73
1197.84
1180.73
1198.35
1189.4
1187.76
1180.55
1206.07
1221.53
1224.71
1223.12
1223.75
1228.28
1233
1240.4
1240.46
1241.59
1235.23
1242.87
1243.91
1247.08
1254.6
1258.84
1256.77
1257.54
1258.51
1259.78
1257.88
1257.64
1271.87
1270.2
1276.56
1273.85
1271.5
1269.75
1274.48
1285.96
1283.76
1293.24
1295.02
1281.92
1280.26
1283.35
1290.84
1291.18
1296.63
1299.54
1276.34
1286.12
1307.59
1304.03
1307.1
1310.87
1319.05
1324.57
1320.88
1321.87
1329.15
1332.32
1328.01
1336.32
1340.43
1343.01
1315.44
1307.4
1306.1
1319.88
1327.22
1306.33
1308.44
1330.97
1321.15
1310.13
1321.82
1320.02
1295.11
1304.28
1296.39
1281.87
1256.88
1273.72
1279.21
1298.38
1293.77
1297.54
1309.66
1313.8
1310.19
1319.44
1328.26
1325.83
1332.41
1332.87
1332.63
1335.54
1333.51
1328.17
1324.46
1314.16
1314.41
1314.52
1319.68
1305.14
1312.62
1330.36
1337.38
1335.25
1347.24
1355.66
1360.48
1363.61
1361.22
1356.62
1347.32
1335.1
1340.2
1346.29
1357.16
1342.08
1348.65
1337.77
1329.47
1328.98
1340.68
1343.6
1333.27
1317.37
1316.28
1320.47
1325.69
1331.1
1345.2
1314.55
1312.94
1300.16
1286.17
1284.94
1279.56
1289
1270.98
1271.83
1287.87
1265.42
1267.64
1271.5
1278.36
1295.52
1287.14
1283.5
1268.45
1280.1
1296.67
1307.41
1320.64
1339.67
1337.88
1339.22
1353.22
1343.8
1319.49
1313.64
1317.72
1308.87
1316.14
1305.44
1326.73
1325.84
1343.8
1345.02
1337.43
1331.94
1304.89
1300.67
1292.28
1286.94
1254.05
1260.34
1200.07
1199.38
1119.46
1172.53
1120.76
1172.64
1178.81
1204.49
1192.76
1193.89
1140.65
1123.53
1123.82
1162.35
1177.6
1159.27
1176.8
1210.08
1212.92
1218.89
1204.42
1173.97
1165.24
1198.62
1185.9
1154.23
1162.27
1172.87
1188.68
1209.11
1216.01
1204.09
1202.09
1166.76
1129.56
1136.43
1162.95
1175.38
1151.06
1160.4
1131.42
1099.23
1123.95
1144.03
1164.97
1155.46
1194.89
1195.54
1207.25
1203.66
1224.58
1200.86
1225.38
1209.88
1215.39
1238.25
1254.19
1229.05
1242
1284.59
1285.09
1253.3
1218.28
1237.9
1261.15
1253.23
1261.12
1275.92
1229.1
1239.7
1263.85
1251.78
1257.81
1236.91
1216.13
1215.65
1192.98
1188.04
1161.79
1158.67
1192.55
1195.19
1246.96
1244.58
1244.28
1257.08
1258.47
1261.01
1234.35
1255.19
1236.47
1225.73
1211.82
1215.75
1219.66
1205.35
1241.3
1243.72
1254
1265.33
1265.43
1249.64
1263.02
1257.6
1277.06
1277.3
1281.06
1277.81
1280.7
1292.08
1292.48
1295.5
1289.09
1293.67
1308.04
1314.5
1315.38
1316
1314.65
1326.06
1318.43
1316.33
1313.01
1312.41
1324.09
1325.54
1344.9
1344.33
1347.05
1349.96
1351.95
1342.64
1351.77
1350.5
1343.23
1358.04
1361.23
1362.21
1357.66
1363.46
1365.74
1367.59
1372.18
1365.68
1374.09
1369.63
1364.33
1343.36
1352.63
1365.91
1370.87
1371.09
1395.95
1394.28
1402.6
1404.17
1409.75
1405.52
1402.89
1392.78
1397.11
1416.51
1412.52
1405.54
1403.28
1408.47
1419.04
1413.38
1398.96
1398.08
1382.2
1358.59
1368.71
1387.57
1370.26
1369.57
1390.78
1385.14
1376.92
1378.53
1366.94
1371.97
1390.69
1399.98
1403.36
1397.91
1405.82
1402.31
1391.57
1369.1
1369.58
1363.72
1354.58
1357.99
1353.39
1338.35
1330.66
1324.8
1304.86
1295.22
1315.99
1316.63
1318.86
1320.68
1317.82
1332.42
1313.32
1310.33
1278.04
1278.18
1285.5
1315.13
1314.99
1325.66
1308.93
1324.18
1314.88
1329.1
1342.84
1344.78
1357.98
1355.69
1325.51
1335.02
1313.72
1319.99
1331.85
1329.04
1362.16
1365.51
1374.02
1367.58
1354.68
1352.46
1341.47
1341.45
1334.76
1356.78
1353.64
1363.67
1372.78
1376.51
1362.66
1350.52
1338.31
1337.89
1360.02
1385.97
1385.3
1379.32
1375.32
1365
1390.99
1394.23
1401.35
1402.22
1402.8
1405.87
1404.11
1403.93
1405.53
1415.51
1418.16
1418.13
1413.17
1413.49
1402.08
1411.13
1410.44
1409.3
1410.49
1399.48
1406.58
1404.94
1403.44
1432.12
1437.92
1429.08
1433.56
1436.56
1459.99
1465.77
1461.19
1459.32
1461.05
1460.26
1460.15
1456.89
1441.59
1433.32
1447.15
1440.67
1444.49
1445.75
1450.99
1461.4
1460.93
1455.88
1441.48
1432.56
1432.84
1428.59
1440.13
1454.92
1460.91
1457.34
1433.19
1433.81
1413.11
1408.75
1412.97
1411.94
1412.16
1427.59
1414.2
1417.26
1428.39
1394.53
1377.51
1379.85
1380
1374.53
1355.49
1353.33
1359.88
1386.89
1387.81
1391.03

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time5 seconds
R Server'Sir Ronald Aylmer Fisher' @ fisher.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 5 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ fisher.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=192161&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]5 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ fisher.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=192161&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=192161&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time5 seconds
R Server'Sir Ronald Aylmer Fisher' @ fisher.wessa.net






Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model1521
Reduced model1522-11.170763365870020.279415957141017

\begin{tabular}{lllllllll}
\hline
Granger Causality Test: Y = f(X) \tabularnewline
Model & Res.DF & Diff. DF & F & p-value \tabularnewline
Complete model & 1521 &  &  &  \tabularnewline
Reduced model & 1522 & -1 & 1.17076336587002 & 0.279415957141017 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=192161&T=1

[TABLE]
[ROW][C]Granger Causality Test: Y = f(X)[/C][/ROW]
[ROW][C]Model[/C][C]Res.DF[/C][C]Diff. DF[/C][C]F[/C][C]p-value[/C][/ROW]
[ROW][C]Complete model[/C][C]1521[/C][C][/C][C][/C][C][/C][/ROW]
[ROW][C]Reduced model[/C][C]1522[/C][C]-1[/C][C]1.17076336587002[/C][C]0.279415957141017[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=192161&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=192161&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model1521
Reduced model1522-11.170763365870020.279415957141017






Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model1521
Reduced model1522-110.08201079297820.00152725334112327

\begin{tabular}{lllllllll}
\hline
Granger Causality Test: X = f(Y) \tabularnewline
Model & Res.DF & Diff. DF & F & p-value \tabularnewline
Complete model & 1521 &  &  &  \tabularnewline
Reduced model & 1522 & -1 & 10.0820107929782 & 0.00152725334112327 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=192161&T=2

[TABLE]
[ROW][C]Granger Causality Test: X = f(Y)[/C][/ROW]
[ROW][C]Model[/C][C]Res.DF[/C][C]Diff. DF[/C][C]F[/C][C]p-value[/C][/ROW]
[ROW][C]Complete model[/C][C]1521[/C][C][/C][C][/C][C][/C][/ROW]
[ROW][C]Reduced model[/C][C]1522[/C][C]-1[/C][C]10.0820107929782[/C][C]0.00152725334112327[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=192161&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=192161&T=2

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model1521
Reduced model1522-110.08201079297820.00152725334112327


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)
par1 <- as.numeric(par1)
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
par6 <- as.numeric(par6)
par7 <- as.numeric(par7)
par8 <- as.numeric(par8)
ox <- x
oy <- y
if (par1 == 0) {
x <- log(x)
} else {
x <- (x ^ par1 - 1) / par1
}
if (par5 == 0) {
y <- log(y)
} else {
y <- (y ^ par5 - 1) / par5
}
if (par2 > 0) x <- diff(x,lag=1,difference=par2)
if (par6 > 0) y <- diff(y,lag=1,difference=par6)
if (par3 > 0) x <- diff(x,lag=par4,difference=par3)
if (par7 > 0) y <- diff(y,lag=par4,difference=par7)
x
y
(gyx <- grangertest(y ~ x, order=par8))
(gxy <- grangertest(x ~ y, order=par8))
bitmap(file='test1.png')
op <- par(mfrow=c(2,1))
(r <- ccf(ox,oy,main='Cross Correlation Function (raw data)',ylab='CCF',xlab='Lag (k)'))
(r <- ccf(x,y,main='Cross Correlation Function (transformed and differenced)',ylab='CCF',xlab='Lag (k)'))
par(op)
dev.off()
bitmap(file='test2.png')
op <- par(mfrow=c(2,1))
acf(ox,lag.max=round(length(x)/2),main='ACF of x (raw)')
acf(x,lag.max=round(length(x)/2),main='ACF of x (transformed and differenced)')
par(op)
dev.off()
bitmap(file='test3.png')
op <- par(mfrow=c(2,1))
acf(oy,lag.max=round(length(y)/2),main='ACF of y (raw)')
acf(y,lag.max=round(length(y)/2),main='ACF of y (transformed and differenced)')
par(op)
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Granger Causality Test: Y = f(X)',5,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Model',header=TRUE)
a<-table.element(a,'Res.DF',header=TRUE)
a<-table.element(a,'Diff. DF',header=TRUE)
a<-table.element(a,'F',header=TRUE)
a<-table.element(a,'p-value',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Complete model',header=TRUE)
a<-table.element(a,gyx$Res.Df[1])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Reduced model',header=TRUE)
a<-table.element(a,gyx$Res.Df[2])
a<-table.element(a,gyx$Df[2])
a<-table.element(a,gyx$F[2])
a<-table.element(a,gyx$Pr[2])
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Granger Causality Test: X = f(Y)',5,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Model',header=TRUE)
a<-table.element(a,'Res.DF',header=TRUE)
a<-table.element(a,'Diff. DF',header=TRUE)
a<-table.element(a,'F',header=TRUE)
a<-table.element(a,'p-value',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Complete model',header=TRUE)
a<-table.element(a,gxy$Res.Df[1])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Reduced model',header=TRUE)
a<-table.element(a,gxy$Res.Df[2])
a<-table.element(a,gxy$Df[2])
a<-table.element(a,gxy$F[2])
a<-table.element(a,gxy$Pr[2])
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable2.tab')