Statistical Tests for Detecting Granger Causality.
Ribhu ChopraChandra Ramabhadra MurthyGovindan RangarajanPublished in: IEEE Trans. Signal Process. (2018)
Keyphrases
- statistical tests
- granger causality
- statistically significant
- statistical analysis
- sample size
- statistical methods
- error correction
- multivariate time series
- impulse response
- data streams
- least squares
- regression analysis
- method reduces the number
- machine learning
- electricity consumption
- statistical model
- video sequences