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granger_cause

于 2013-12-11 发布 文件大小:2KB
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代码说明:

  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)

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granger_cause.m,4320,2013-12-11

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