Eviews做单位根检验和格兰杰因果分析的具体步骤，很实用！

Granger Causal Connectivity Analysis: A MATLAB Toolbox （Anil K. Seth） The toolbox includes core functions for Granger causality analysis of multivariate steady-state and event-related data, functions to preprocess data, assess statistical significance and validate results, and to compute and display network-level indices of causal connectivity including ‘causal density’ and ‘causal flow’

多元格兰杰因果检验（mvgc）的matlab 程序包,是在GCCA之后的改进版本