[Vars-commits] r71 - in pkg: R man

[noreply at r-forge.r-project.org]

Author: matthieu
Date: 2010-02-13 16:48:50 +0100 (Sat, 13 Feb 2010)
New Revision: 71

Modified:
   pkg/R/causality.R
   pkg/man/causality.Rd
Log:
Add ref in man page of causality

Modified: pkg/R/causality.R
===================================================================
--- pkg/R/causality.R	2010-02-05 22:16:52 UTC (rev 70)
+++ pkg/R/causality.R	2010-02-13 15:48:50 UTC (rev 71)
@@ -48,6 +48,7 @@
   if(boot){
     ###Restricted model: estimation under null of Granger non-causality
     co.names<-Bcoef(x)
+    #needs to rebuild another restriction matrix for restrict(), as disposition of coef is different
     k<-which(gsub("\\.l[[:digit:]]", "", colnames(co.names))%in%cause) #select cause regressors
     l<-which(rownames(co.names)%in%cause) #select cause regressand
     R2inv<-matrix(1, ncol=nrow(PI), nrow=ncol(PI)) #exact inverse steps as R2

Modified: pkg/man/causality.Rd
===================================================================
--- pkg/man/causality.Rd	2010-02-05 22:16:52 UTC (rev 70)
+++ pkg/man/causality.Rd	2010-02-13 15:48:50 UTC (rev 71)
@@ -97,7 +97,11 @@
   Granger, C. W. J. (1969), Investigating causal relations by
   econometric models and cross-spectral methods, \emph{Econometrica},
   \bold{37}: 424-438. 
-  
+
+  Hafner, C. M. and Herwartz, H. (2009) Testing for linear vector autoregressive 
+  dynamics under multivariate generalized autoregressive heteroskedasticity, 
+  \emph{Statistica Neerlandica}, \bold{63}: 294-323
+
   Hamilton, J. (1994), \emph{Time Series Analysis}, Princeton
   University Press, Princeton.
 
@@ -105,7 +109,10 @@
     Analysis}, Springer, New York.
   
   Venables, W. N. and B. D. Ripley (2002), \emph{Modern Applied
-    Statistics with S}, 4th edition, Springer, New York.
+    Statistics with S}, 4th edition, Springer, New York.
+
+  Zeileis, A. (2006) Object-Oriented Computation of Sandwich Estimators
+  \emph{Journal of Statistical Software}, \bold{16}, 1-16
 }
 
 \seealso{