R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> y <- c(113,95.4,86.2,111.7,97.5,99.7,111.5,91.8,86.3,88.7,95.1,105.1,104.5,89.1,82.6,102.7,91.8,94.1,103.1,93.2,91,94.3,99.4,115.7,116.8,99.8,96,115.9,109.1,117.3,109.8,112.8,110.7,100,113.3,122.4,112.5,104.2,92.5,117.2,109.3,106.1,118.8,105.3,106,102,112.9,116.5,114.8,100.5,85.4,114.6,109.9,100.7,115.5,100.7,99,102.3)
> x <- c(76.14,75.93,74.49,74.73,75.56,84.19,79.30,74.70,77.09,74.88,77.56,74.08,68.38,71.63,64.65,69.13,58.10,50.28,46.95,41.76,43.91,41.53,54.04,72.69,99.29,114.57,132.55,131.52,122.77,109.05,101.84,93.75,90.82,89.43,91.27,82.15,76.91,70.13,73.67,68.19,65.10,65.10,60.60,57.58,53.40,61.00,58.13,57.95,61.97,71.81,72.51,68.29,68.61,68.00,60.93,59.71,62.36,56.47)
> par8 = '1'
> par7 = '1'
> par6 = '1'
> par5 = '1'
> par4 = '12'
> par3 = '0'
> par2 = '0'
> par1 = '1'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: Wessa P., (2008), Bivariate Granger Causality (v1.0.0) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_grangercausality.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> library(lmtest)
Loading required package: zoo

Attaching package: 'zoo'


	The following object(s) are masked from package:base :

	 as.Date.numeric 

> par1 <- as.numeric(par1)
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> par6 <- as.numeric(par6)
> par7 <- as.numeric(par7)
> par8 <- as.numeric(par8)
> ox <- x
> oy <- y
> if (par1 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par1 - 1) / par1
+ }
> if (par5 == 0) {
+ y <- log(y)
+ } else {
+ y <- (y ^ par5 - 1) / par5
+ }
> if (par2 > 0) x <- diff(x,lag=1,difference=par2)
> if (par6 > 0) y <- diff(y,lag=1,difference=par6)
> if (par3 > 0) x <- diff(x,lag=par4,difference=par3)
> if (par7 > 0) y <- diff(y,lag=par4,difference=par7)
> x
 [1]  75.14  74.93  73.49  73.73  74.56  83.19  78.30  73.70  76.09  73.88
[11]  76.56  73.08  67.38  70.63  63.65  68.13  57.10  49.28  45.95  40.76
[21]  42.91  40.53  53.04  71.69  98.29 113.57 131.55 130.52 121.77 108.05
[31] 100.84  92.75  89.82  88.43  90.27  81.15  75.91  69.13  72.67  67.19
[41]  64.10  64.10  59.60  56.58  52.40  60.00  57.13  56.95  60.97  70.81
[51]  71.51  67.29  67.61  67.00  59.93  58.71  61.36  55.47
> y
 [1]   2.2   2.7  -5.4   3.3   0.1  -2.8   9.8   3.3   0.9  -1.3   6.3   1.7
[13]  -1.6   2.7  -0.2   4.1   5.9 -16.5  12.9   0.1 -14.0   8.2  -7.2 -11.0
[25]   8.7  -7.9   4.8  -1.1 -11.4  20.2 -16.5   2.8   6.7  -2.4  -5.5   8.2
[37]  -6.0  -3.4   4.5   3.2  -6.0   2.1  -1.3  -2.4   7.3
> (gyx <- grangertest(y ~ x, order=par8))
Error in model.frame.default(mt, data = data) : 
  variable lengths differ (found for 'x')
Calls: grangertest ... grangertest.formula -> model.frame -> model.frame.default
Execution halted