Testing for Granger-causality in the Finnish roundwood market.
نویسندگان
چکیده
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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This technical paper offers a critical re-evaluation of (spectral) Granger causality measures in the analysis of biological timeseries. Using realistic (neural mass) models of coupled neuronal dynamics, we evaluate the robustness of parametric and nonparametric Granger causality. Starting from a broad class of generative (state-space) models of neuronal dynamics, we show how their Volterra kern...
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ژورنال
عنوان ژورنال: Silva Fennica
سال: 1997
ISSN: 2242-4075
DOI: 10.14214/sf.a8521