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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
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
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
mvgc_v1.0
- 该MVGC工具箱的设计与应用于神经科学实证数据，是一个多变量格兰杰因果分析的新方法。-The MVGC toolbox has been designed with application to empirical neuroscience data in mind，which is a new method for multivariate Granger causality analysis.
granger_cause_BIC
- Granger因果检验的程序，用BIC信息准则进行定阶，很实用。-Granger causality test procedures, using BIC information criterion to determine the order, it is practical！
r-languge
- 本书通过案例讲述时间序列分析有关的概念和方法, 不仅介绍了ARMA模型、状态空间模型、Kalman滤波、单位根检验和GRACH模型等一元时间序列方法, 还介绍了很多最新的多元时间序列方法, 如线性协整、门限协整、VAR模型、Granger因果检验、神经网络模型、可加AR模型和谱估计等. 书中强调对真实的时间序列数据进行分析, 全程使用R软件分析了各个科学领域的实际数据, 还分析了金融和经济数据的例子. 本书例题用到的实际数据都可以从网上下载.-Book time series analysis
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
GrangerCausalityTime_Sanqing
- 该函数用于计算Gelanjie教授所提出的Granger Causality版本不同于以往，是经过检验的最新版函数-Granger New Version
granger_cause
- Granger因果关系分析，程序可读性非常强，简洁明了。-Granger causality analysis, program readability is very strong, concise and clear.
NonLinearGranger
- 经济学家开拓了一种试图分析变量之间的格兰杰因果关系的办法，即格兰杰因果关系检验。该检验方法为2003年诺贝尔经济学奖得主克莱夫·格兰杰（Clive W. J. Granger）所开创，用于分析经济变量之间的格兰杰因果关系。他给格兰杰因果关系的定义为“依赖于使用过去某些时点上所有信息的最佳最小二乘预测的方差。”(granger causality test)
NonlinearGranger
- 用于检验两个时间序列之间的非线性Granger因果关系(test for nonlinear Granger causality)
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)
mvgc_v1.0
- 多元格兰杰因果检验的matlab程序包，是继GCCA之后的升级版，分析结果更加简洁，直观(The matlab package of multivariate Grainger causality test is an upgraded version after GCCA. The result is more concise and intuitive.)
msGC
- 实现Granger因果关系分析，多尺度因果关系分析方法(Realize Granger causality analysis)