Granger Causality (GC), Granger Isolation (GI) and Granger Autonomy (GA) for the assessment of bivariate causal and non-causal interactions in linear autoregressive processes.
linear-regression
time-series-analysis
granger-causality
autoregressive-models
granger-autonomy
granger-isolation
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Updated
Apr 1, 2023 - MATLAB