causality_sh {VARshrink} | R Documentation |
A modification of vars::causality() for the class "varshrinkest".
causality_sh(x, cause = NULL, vcov. = NULL, boot = FALSE,
boot.runs = 100)
x |
An object of class "varshrinkest" obtained by VARshrink(). |
cause , vcov. , boot , boot.runs |
Other arguments for causality analysis; see help(causality) for details. |
data(Canada, package = "vars")
y <- diff(Canada)
estim <- VARshrink(y, p = 2, type = "const", method = "ridge")
causality_sh(estim, cause = "e")