Code function [F1, F2]=z_grantest(u,y,m,n) N = length(y); if length(u)~=N, error('Improper input args.'), end if nargin<4, n=m; end thy_u = arx([y,u],[m, m, 0]); thy = ar(y, m,'ls'); S1y=thy_u(1,1); S2y=thy(1,1); F1 = (N-2*m)*(S2y-S1y)/m/S1y; Pf1=fpdf(F1,m,m); thu_y = arx([u,y],[n, n, 0]); thu = ar(u, n,'ls'); S1u=thu_y(1,1); S2u=thu(1,1); F2 = (N-2*n)*(S2u-S1u)/n/S1u; Pf2=fpdf(F2,n,n); if ~nargout if F2>F1 disp('The second argument causes the first one.') disp('The first argument causes the second one.') else end end