Dear all,
can anyone help me in the folowing question: I would like to generate the Granger causality test for different subsamples (time periods) of my sample data. How can I define this without separating my time series in advance?
Thank you!
Irina
Search found 1 match
- Mon Jul 05, 2010 3:48 am
- Forum: Data Manipulation
- Topic: sample period Granger causality test
- Replies: 1
- Views: 2847