??????? ??????? ????? ????? ?????? ????? ??? ????????? ??????? ??????? ?? ??? ???????? (Granger causality) ??????? (Toda Yamamoto)
نویسندگان
چکیده
??????? ??????? ????? ????? ?????? ??? ????????? ??????? ??????? ???? ????? ?????? ?? ??? ???????? (Granger causality) ??????? (Toda-Yamamoto) ???????? ???? ??? ??????? ??? ???? ??????? ?????? ??????? ???? ?????? ?? ????-???????????? ?????? ????? ?????? ????? ?????? ??? ????? ???? ????? ??? ?????? ??????? ??? ??? ????? ??????? ?????? ??????? ??? ????? ?????? ????? ??????? ???? ?????? ???? ????? ????? ?????? ????? ?????? ????? ??? ????????? ???? ?????? ????? ??????? ?????? ??????? ????
منابع مشابه
Granger causality
Granger causality is a statistical concept of causality that is based on prediction. According to Granger causality, if a signal X1 "Granger-causes" (or "G-causes") a signal X2, then past values of X1 should contain information that helps predict X2 above and beyond the information contained in past values of X2 alone. Its mathematical formulation is based on linear regression modeling of stoch...
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ژورنال
عنوان ژورنال: Ma?allat? Al-Siy?sat? wa Al-Iqti??d (Print)
سال: 2021
ISSN: ['2735-3176', '2636-4166']
DOI: https://doi.org/10.21608/jocu.2020.46627.1070