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多变量时间序列模型
- 判断一个变量的变化是否是另一个变量变化的原因，是经济计量学中的常见问题。Granger提出一个判断因果关系的一个检验，这就是Granger 因果检验
ADFengelgrangertest
- ADF单位根检验engel-granger test用MATLAB做的-ADF unit root test engel-granger test done using MATLAB
ADFGrangerCausalityTest
- ADF单位根检验Granger Causality Test 用MATLAB做的-ADF unit root test Granger Causality Test using MATLAB to do
granger_cause
- 用MATLAB做granger 因果关系检验-To use MATLAB to do granger causality test
granger_cause
- 本程序用来实现：运用matlab进行时间序列granger因果检验-The procedure used to implement: using matlab time series granger causality test
granger_cause
- 比较好的格兰杰因果分析，利用BIC进行定阶-Granger causality analysis better use of BIC to determine the order of
granger
- granger非线性因果关系检验的Matlab代码-Granger Nolinear Casualty test in Matlab
111
- 此程序用于对时间序列数据做协整性检验以及granger因果检验-This program is used to cointegration tests and Granger tests
11032112326d2526bf92eec85a
- 格兰杰因果关系检验 matlab和C的源代码，可以直接输入-Granger causality test matlab and C source code can be entered directly
Desktop
- 格兰杰因果关系检验matlab程序，用于检验时间序列之间是否存在因果关系，很好的计量统计程序。-Granger causality test matlab procedures used to test the time series between whether there is a causal relationship, the good measurement statistics program.
causality_Granger
- this function calculate Granger causality relation between X and Y witch both are N by 1 vectors- this function calculate Granger causality relation between X and Y witch both are N by 1 vectors
granger_cause
- 格兰杰因果检验的matlab程序，很好用-Granger causality test matlab
granger_cause
- 格兰杰因果检验：检测两个样本之间的因果关系，常用到预测中-Granger causality test: detecting causal relationship between the two samples, used to forecast
Causality_Hurlin
- 这段代码计算Wbar和Zbar测试统计同质的非因果关系(HNC)假说。-This code computes the Wbar and Zbar test statistics of the Homogenous Non Causality (HNC) hypothesis. Under the null hypothesis of Homogenous Non Causality (HNC) hypothesis, there is
Matlab-Codes
- 非线性格兰杰granger因果关系检验，直接点击c-code文件夹下的hjt2_tval.exe即可-non-linear granger tests
Granger-causality
- 格兰杰因果分析算法，用于编程实现脑电信号之间的因果性检测，其中有两种算法。一种基于线性自回归，一种是对前一种的改进-Granger causality analysis algorithm for programming the detection of causality between the EEG, which has two algorithms. Based on linear autoregression, one is
非线性Granger因果检验matlab程序
- matlab程序包。用于格兰杰因果分析，分析数据时，直接带入数据即可。(Matlab package. Granger causal analysis)
Granger_Task_Cluster
- 静息态Granger算法，计算脑功能链接的相关性。(Resting Granger algorithm to calculate the correlation of brain function links.)
zhuchengfenfenxi1
- 格兰杰因果检验，亲手尝试使用过，效果可以(granger causality,use matlab to do this job)