GrangerCausalityBinary
Using this function, you can evaluate if one time series (binary data) Granger causes another time series (binary data).
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While traditional Granger causality is designed for continuous data, by using logistic regression instead of linear regression and using the history of discretized time series within GLMM, Granger causality can be applied to binary data.
Cite As
Zahra Yousefi Darani (2026). GrangerCausalityBinary (https://www.mathworks.com/matlabcentral/fileexchange/170736-grangercausalitybinary), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0 (3.22 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0 |
