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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
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
granger
- granger非线性因果关系检验的Matlab代码-Granger Nolinear Casualty test in Matlab
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
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
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 no causal relationship for all
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 to improve the former' s
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)