Code covered by the BSD License
Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.
Rate this file 55 Downloads (last 30 days) File Size: 2.31 KB File ID: #25467 Version: 1.3
Granger Causality Test
01 Oct 2009 (Updated 18 Mar 2010)
Conducts a Granger Causality test using the Bayesian Information Criterion to select lag length