Est. Budget: $23.00
I would like to run granger causality test between USD/JPY and Nikkei225 by R with following conditions.
Used R package : vars
Data source : Quandl (Quandl code : USD/JPY="QUANDL/USDJPY", Nikkei225 = "YAHOO/INDEX_N225")
Tested term : 2001 Jan - 2013 Feb
I would like to confirm lead-lag relationships and significance level between them.