The folder contains Matlab functions as supporting material for the submission in Econometrics MDPI of the manuscript of Konstantinos Papaspyropoulos and Dimitris Kugiumtzis with title "On the validity of Granger causality for ecological count time series".

The following Matlab functions are contained:

- CGCin : For the computation of conditional Granger causality for a single pair of variables (in both directions) conditioning on all other observed variables.

- CGCinall: For the computation of conditional Granger causality for all possible pairs of observed variables.

- GCin: For the computation of Granger causality for a given pair of variables (in both directions).

- genmultiPoisson: For the generation of a sample matrix from the multivariate Poisson distribution (to be used as innovation terms in MINAR1). 

- MINAR1: For the generation of a sample matrix from the multivariate integer valued autoregressive process of order one (MINAR1). 

- SysWinterhalder05m1: The VAR system in the paper of Winterhalder et al, 2005.

- SysSchelter06bm1: The VAR system in the paper of Schelter et al, 2006.

Dimitris Kugiumtzis,  June 2024

