Hi Laurent,
I understand that you have already performed the Granger causality test between variables A and B, as well as between variables A and C. To calculate the effect size for this causality, you can use the "meanEffectSize" function. This function calculates the mean-difference effect size between two samples. Please refer to the below documentation to know more about the “meanEffectSize” function:
Here is a reference code for the same:
Effect = meanEffectSize(A, B);
Here's what this line does:
- Variables A and B should be numeric vectors representing the first and second samples, respectively.
- The "Effect" variable will contain a table with a row for each calculated effect size, and columns for the effect size value and confidence intervals.
For more information about Granger causality test, refer to the documentation below:
- gctest function – Contains information about the Granger causality test function.
I hope it helps,
Regards,
Avadhoot.
