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granger_cause_BIC

于 2016-08-20 发布 文件大小:1KB
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代码说明:

  Granger因果检验的程序,用BIC信息准则进行定阶,很实用。(Granger causality test procedures, using BIC information criterion to determine the order, it is practical!)

文件列表:

granger_cause_BIC.m,3949,2010-03-18

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