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非线性Granger因果检验matlab程序

于 2021-03-29 发布 文件大小:510KB
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下载积分: 1 下载次数: 67

代码说明:

  matlab程序包。用于格兰杰因果分析,分析数据时,直接带入数据即可。(Matlab package. Granger causal analysis)

文件列表:

hjt2
hjt2\README
hjt2\c-code
hjt2\c-code\Makefile
hjt2\c-code\hjt2_tval.c
hjt2\matlab
hjt2\matlab\spx_rp.dat
hjt2\matlab\spx_ur.dat
hjt2\matlab\spx_uv.dat
hjt2\matlab\spx_vp.dat
hjt2\matlab\spx.csv
hjt2\matlab\var_resid.m
hjt2\matlab\delayvectors.m
hjt2\matlab\deseason.m
hjt2\matlab\spx_uer.dat
hjt2\matlab\spx_uev.dat
hjt2\c-code\hjt2_tval
hjt2\c-code\hjt2_tval.exe
hjt2\c-code\x.dat
hjt2\c-code\y.dat
hjt2\c-code\x_y.sample.out

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