[R] Optimal lag selection in Granger Causality tests

From: <tolga.i.uzuner_at_jpmorgan.com>
Date: Wed, 02 Jul 2008 09:41:17 +0100


Dear R Users,

Can someone point me to a R package which will help me optimally choose a lag for Granger Causality testing ?

Many thanks in advance,
Tolga

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