Monday, March 30, 2009

Granger Test of Causality

Test whether one time series can predict another
Here's the R link:

R Link

P.S.
notes: sometimes i hate the nomenclature differences in different programming languages:

in R, converting a form into string is the function as.character(), i was looking for a function like toString, string... blah, never got any luck. This reminds me of a simple function of getting the length of an array:

Java: arrayObject.length
Javascript: arrayObject.length
R: length(arrayObject)
Perl: scalar arrayObject
PHP: sizeof(arrayObject)
...

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