| /dports/finance/R-cran-vars/vars/man/ |
| H A D | causality.Rd | 1 \name{causality}
3 \alias{causality}
15 causality(x, cause = NULL, vcov.=NULL, boot=FALSE, boot.runs=100)
25 specified as a matrix or as a function yielding a matrix when applied to \code{x}.}
67 duplication matrix \eqn{D_K} has dimension \eqn{(K^2 \times
69 \eqn{(K \times K)} matrix A, \eqn{vec(A) = D_K vech(A)} holds. The
73 Fot the Granger causality test, a robust covariance-matrix estimator can be
89 \note{The Moore-Penrose inverse matrix is computed with the function
128 causality(var.2c, cause = "e")
130 #use a robust HC variance-covariance matrix for the Granger test:
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| /dports/finance/R-cran-vars/vars/tests/ |
| H A D | ExamplesTest.Rout | 101 Estimated contemporaneous impact matrix:
114 > example(causality)
120 caslty> causality(var.2c, cause = "e")
123 Granger causality H0: e do not Granger-cause prod rw U
131 H0: No instantaneous causality between: e and prod rw U
139 caslty> causality(var.2c, cause = "e", vcov.=vcovHC(var.2c))
142 Granger causality H0: e do not Granger-cause prod rw U
150 H0: No instantaneous causality between: e and prod rw U
579 Estimated A matrix:
594 Estimated A matrix:
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| /dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/tsa/vector_ar/tests/ |
| H A D | var.R | 45 result <- matrix(0, nrow=K, ncol=)
51 result[i,1] <- causality(est, cause=names[-i])$Granger$p.value
87 causality=causality.matrix(est), nameattr
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| /dports/finance/R-cran-ccgarch/ccgarch/man/ |
| H A D | nt_test.Rd | 6 test for causality in conditiona variance in the CC-GARCH models.
15 …A matrix containing the test statistics of the standard (non-robust) test and the robust version, …
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| /dports/finance/R-cran-vars/vars/R/ |
| H A D | causality.R | 1 causality <-
28 R2<-matrix(0, ncol=ncol(PI), nrow=nrow(PI))
47 R<-matrix(0, ncol=ncol(PI)*nrow(PI), nrow=N) #matrix of restrictions
71 R2inv<-matrix(1, ncol=nrow(PI), nrow=ncol(PI)) #exact inverse steps as R2
156 Cmat <- matrix(0, nrow = N, ncol = length(sig.vech))
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| /dports/finance/R-cran-vars/vars/ |
| H A D | NAMESPACE | 1 export(A, Acoef, arch, arch.test, B, Bcoef, BQ, causality, fanchart, fevd, irf, normality, normalit…
86 "model.matrix", "na.omit", "optim", "pacf", "pchisq", "pf",
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| /dports/finance/R-cran-vars/vars/inst/ |
| H A D | ChangeLog | 12 * R/causality.R: Enhanced causality testing by supporting HAC.
165 * R/causality.R ("causality"): Fixed buglet: duplication of y.names
218 seasonal to as.matrix.
269 * R/causality.R ("causality"): Replaced x$resid with resid(x).
307 * R/causality.R ("causality"): Changed "Chi^2" to
335 * R/causality.R ("causality"): Changed wording in METHOD for
336 Granger causality.
410 * R/causality.R ("causality"): Object temp corrected for proper
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| /dports/finance/R-cran-AER/AER/man/ |
| H A D | USMacroSW.Rd | 69 ## Granger causality test mentioned on p. 547
76 mf <- ts(as.matrix(mf), start = c(1962, 1), freq = 4)
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| H A D | StockWatson2007.Rd | 488 ## Granger causality test mentioned on p. 547
521 mf <- ts(as.matrix(mf), start = c(1962, 1), freq = 4)
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| /dports/finance/R-cran-plm/plm/ |
| H A D | README.md | 32 - panel Granger (non-)causality (`pgrangertest`),
34 - a set of robust covariance matrix estimators (incl. various weighting schemes
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| H A D | NEWS.md | 64 * between.matrix: do not coerce result to numeric vector for n x 1 matrix
175 * Between.matrix and (internal) Tapply.matrix: ellipsis (three dots) is passed on,
202 * between.matrix and Sum.matrix allow for non-character 'effect' argument in
331 of the model matrix per individual.
347 performed for a matrix without index attribute.
410 (was 1x1 matrix for some cases).
460 * pgrangertest: added Granger causality test for panels (Dumitrescu/Hurlin (2012)).
606 in model matrix).
627 * summary.fixef: return value is now of class c("summary.fixef", "matrix") ("matrix" added);
912 of NAs in final by-group matrix multiplication.
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| /dports/science/berkeleygw/BGW-2.0.0/ |
| H A D | CHANGELOG | 21 subspace approximation for expressing the dielectric matrix. In fact,
26 calculation of the full-frequency dielectric matrix and evaluation of the
51 The spectral method allows one to compute the dielectric matrix much faster for
57 explicit evaluation of the dynamical effects of the dielectric matrix without
58 plasmon-pole models. It requires the evaluation of the dielectric matrix on
77 potential are also read from the wave function and dielectric matrix,
145 the causality constraint. One can switch which strategy to use with the
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| /dports/math/py-statsmodels/statsmodels-0.13.1/docs/source/ |
| H A D | vector_ar.rst | 34 where :math:`A_i` is a :math:`K \times K` coefficient matrix.
231 error covariance matrix :math:`\hat \Sigma_u` and hence interpretations may
303 Granger causality
310 causality, but leave it to the reader. The :class:`VARResults` object has the
415 corresponding estimators in the matrix :math:`C`. We specify such terms by
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| /dports/math/gretl/gretl-2021d/doc/tex/ |
| H A D | df.tex | 312 matrix zscore = $coeff ./ se
341 matrix Vml = $sigma ** $xtxinv
350 matrix Vu = S ** $xtxinv
361 matrix SE = sqrt(diag(Vu))
369 for Granger causality that are displayed by default by the \cmd{var}
375 \scriptcaption{Computing statistics to test for Granger causality}
386 matrix theta = vec($coeff)
387 matrix V = $sigma ** $xtxinv
393 matrix GC = zeros(k, k)
397 matrix idx = seq(1,p) + 1
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| H A D | var.tex | 27 white noise, with covariance matrix $\Sigma$.
47 The matrix $\mathbf{A}$ is known as the ``companion matrix'' and equals
80 companion matrix $\mathbf{A}$ (so $\Theta_0$ is always an identity matrix).
84 equivalently, if the matrix polynomial $A(L)$ in equation
145 Determinant of covariance matrix = 0.20382769
204 the covariance matrix of $\epsilon_t$.
209 known as a \textbf{Granger causality} test.
441 manually compute a matrix containing the IRFs:
448 matrix K = cholesky($sigma)
449 matrix V = $vma
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| /dports/finance/R-cran-lmtest/lmtest/tests/Examples/ |
| H A D | lmtest-Ex.Rout.save | 52 Granger causality test
61 Granger causality test
642 + ## a different covariance matrix can be also used:
657 + ## or as a matrix
1162 Granger causality test
1170 Granger causality test
1182 Granger causality test
1190 Granger causality test
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| /dports/math/py-statsmodels/statsmodels-0.13.1/docs/source/release/ |
| H A D | version0.9.rst | 183 * testing for Granger-causality and instantaneous causality
222 matrix, and missing data values. A convenience function for fitting a
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| H A D | version0.11.rst | 278 - Ensure inputs are finite in granger causality test (:pr:`6318`)
309 - Parameter names in DynamicFactor for unstructured error covariance matrix (:pr:`6240`)
323 - Diffuse multivariate case w/ non-diagonal observation innovation covariance matrix (:pr:`6425`)
808 - :pr:`6240`: BUG: parameter names in DynamicFactor for unstructured error covariance matrix
845 - :pr:`6318`: BUG: Ensure inputs are finite in granger causality test
890 …`6425`: BUG/ENH: Diffuse multivariate case w/ non-diagonal observation innovation covariance matrix
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| H A D | version0.12.rst | 397 - Add QR-based matrix rank (:pr:`6834`)
418 - Add QR-based matrix rank (:pr:`6834`)
427 - Fix raise exception on granger causality test (:pr:`6877`)
692 - :pr:`6834`: ENH: Add QR-based matrix rank
723 - :pr:`6877`: BUG: fix raise exception on granger causality test
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| /dports/finance/R-cran-plm/plm/inst/ |
| H A D | REFERENCES.bib | 351 title={A heteroskedasticity-consistent covariance matrix estimator
500 title={\pkg{matrix}: A Matrix Package for \proglang{R}},
2888 the disturbance covariance matrix},
3680 covariance matrix, and for 3SLS in models where
3827 the direction of causality between two related
3829 occurring. Testable definitions of causality and
3857 title={{Testing for Granger causality in panel data}},
3867 the theory surrounding panel causality evolves
3898 keywords = "Granger non-causality, Panel data, Wald test",
3900 non-causality for heterogeneous panel data
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| /dports/math/octave-forge-tsa/tsa-4.6.3/inst/ |
| H A D | mvfreqz.m | 16 % C is the covariance of the input noise X (i.e. D'*D if D is the mixing matrix)
93 % Evaluating causal relations in neural systems: Granger causality,
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| /dports/math/scilab/scilab-6.1.1/scilab/modules/scicos/src/translator/instantiation/ |
| H A D | instantiation.ml | 58 class_causality: Types.causality option;
113 causality: Types.causality; RecordField
221 context_causality: Types.causality option;
451 and inout = evaluate cpnt_type.Types.causality
542 causality = inout;
601 causality = inout';
622 causality = inout';
638 causality = Types.Acausal;
1671 | "matrix", [ expr ] -> evaluate_matrix_operator ctx expr
1708 { err_msg = ["_InvalidArgOfOper"; "matrix"];
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| /dports/math/scilab/scilab-6.1.1/scilab/modules/scicos/src/translator/exceptionHandling/ |
| H A D | msgDico.ml | 283 [("ENG", "Type specifier causality")]);
377 [("ENG", "Invalid matrix construction")]);
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| /dports/biology/py-libsedml/libSEDML-2.0.26/src/kisao/ |
| H A D | KISAO.csv | 6 …matrix,,The reduced stoichiometry matrix. The dimensions are species by reactions.,false,,,http://…
7 …matrix,,"In linear algebra, a symmetric matrix is a square matrix that is equal to its transpose."…
150 … matrix,,The L0 matrix of a model.,false,,,http://www.biomodels.net/kisao/KISAO#_KISAO_0000800,,,,…
185 …matrix (scaled),,The scaled elasticity matrix. The dimensions are reactions by species.,false,,,ht…
232 …matrix,,The reduced Jacobian matrix. The dimensions are species by species.,false,,,http://www.bio…
250 …matrix,,The link matrix of a model.,false,,,http://www.biomodels.net/kisao/KISAO#_KISAO_0000800,,,…
273 …matrix (unscaled),,The unscaled elasticity matrix. The dimensions are reactions by species.,false,…
325 … matrix,,The Nr matrix of a model.,false,,,http://www.biomodels.net/kisao/KISAO#_KISAO_0000800,,,,…
413 …matrix,,The Kernel matrix of a model.,false,,,http://www.biomodels.net/kisao/KISAO#_KISAO_0000800,…
455 …matrix,Full Jacobian matrix,The (full) Jacobian matrix. The dimensions are species by species.,fal…
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| /dports/biology/libsedml/libSEDML-2.0.26/src/kisao/ |
| H A D | KISAO.csv | 6 …matrix,,The reduced stoichiometry matrix. The dimensions are species by reactions.,false,,,http://…
7 …matrix,,"In linear algebra, a symmetric matrix is a square matrix that is equal to its transpose."…
150 … matrix,,The L0 matrix of a model.,false,,,http://www.biomodels.net/kisao/KISAO#_KISAO_0000800,,,,…
185 …matrix (scaled),,The scaled elasticity matrix. The dimensions are reactions by species.,false,,,ht…
232 …matrix,,The reduced Jacobian matrix. The dimensions are species by species.,false,,,http://www.bio…
250 …matrix,,The link matrix of a model.,false,,,http://www.biomodels.net/kisao/KISAO#_KISAO_0000800,,,…
273 …matrix (unscaled),,The unscaled elasticity matrix. The dimensions are reactions by species.,false,…
325 … matrix,,The Nr matrix of a model.,false,,,http://www.biomodels.net/kisao/KISAO#_KISAO_0000800,,,,…
413 …matrix,,The Kernel matrix of a model.,false,,,http://www.biomodels.net/kisao/KISAO#_KISAO_0000800,…
455 …matrix,Full Jacobian matrix,The (full) Jacobian matrix. The dimensions are species by species.,fal…
[all …]
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