You can do (1) and (2) [with some additional coding] using mvspec.R, which
you can download from http://www.stat.pitt.edu/stoffer/tsa2/chap7.htm ...
scroll down to the Spectral Envelope section and you'll find it there. You
can look at the top part of the examples to get an idea of how to use
mvs
Hello Alexander,
for (3) see the CRAN-package "vars".
Best,
Bernhard
>
>Dear R Community,
>
>I am currently student at the Vienna University of Technology
>writing my
>Diploma thesis on causality in time series and doing some analyses of
>time series in R. I have the following questions:
>
>
Dear R Community,
I am currently student at the Vienna University of Technology writing my
Diploma thesis on causality in time series and doing some analyses of
time series in R. I have the following questions:
(1) Is there a function in R to estimate the PARTIAL spectral coherence
of a mult
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