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Granger non-causality test results.
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创建时间：
2021-11-02
相关数据集
Lag structure of estimations.
These data structures contain the optimal lag structures used in the estimations. The optimal lags are given in separate .mat files for the Long dataset (labeled with 25 in the filenames) and Short da
NIAID Data Ecosystem60
Adjacency matrices sample of test statistics
The matlab file contains 105 matrices of size 70 by 70. The entries of each matrix is a pairwise Granger Causality test statistic calculated from a selection of 70 European financial firm's weekly tim
DataCite Commons2024-02-01 更新30
Test multivariate nonlinear Granger causality form Yt to Xt.
Test multivariate nonlinear Granger causality form Yt to Xt.
Figshare2018-01-06 更新20
The percentage of the variance, R2, of the data samples described by the contagion model of Eq 1, assuming that the news videos, V, cause the patterns seen in the data (V → I).
Also shown are the R2 under the assumption that the temporal patterns in the data samples cause the temporal patterns in the news videos (I → V). The p-values testing for Granger causality between the
Figshare2015-12-03 更新50
P-values of the Granger test for causality between PDSI (C) and seasonal annual run-off (T) using variable lags between 0 and 11 years.
P-values of the Granger test for causality between PDSI (C) and seasonal annual run-off (T) using variable lags between 0 and 11 years.
NIAID Data Ecosystem20
