sample period Granger causality test
Posted: Mon Jul 05, 2010 3:48 am
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
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