FAQ/TimeSeries/GrangerCausality - CBU statistics Wiki
location: FAQ / TimeSeries / GrangerCausality

Information on Granger Causality

One hands-on way of finding out more might be to get Anil Seth's MATLAB toolbox: http://users.sussex.ac.uk/~anils/aks_code.htm - the pdf there gives a reasonable tutorial and set of examples.

The summary in wikipedia is quite concise and to the point: http://en.wikipedia.org/wiki/Granger_causality

There is a more detailed and technical overview in scholarpedia:


None: FAQ/TimeSeries/GrangerCausality (last edited 2017-03-03 10:34:46 by PeterWatson)