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updated 4 years ago

Granger Causality Test by Chandler

Conducts a Granger Causality test using the Bayesian Information Criterion to select lag length (statistics, finance, granger causality)

granger_cause.m

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updated almost 7 years ago

Granger Causality Test by H. Sh. G.

GranTest(u,y) Tests and declares if a signal u is a cause for the second signal y, or the case is vi (statistics, probability, granger)

[F1, F2]=grantest(u,y,m,n)

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