python
/
time_series_handbook
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Update README.md

main
eloiventura 2021-02-19 22:42:48 +08:00 committed by GitHub
parent 4b6c5033a0
commit 86f3eeb66d
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 16 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

16
04_GrangerCausality/README.md
View File

@ -1,3 +1,19 @@
# Chapter 4: Granger Causality Test
In this chapter, we introduce the notion of causality and describe a test for linear models. The VAR model discussed in the previous chapter will be applied here.
The [notebook](04_GrangerCausality.ipynb) is outlined as follows:
* Notations
* Definitions
* Assumptions
* Testing for Granger Causality
* Ipo Dam Dataset
* Causality between Rainfall and Ipo Dam Water Level
* Causality between NIA Release Flow and Ipo Dam Water Level
* La Mesa Dam Dataset
* Causality between Rainfall and La Mesa Dam Water Level
* Causality between NIA Release Flow and La Mesa Dam Water Level
* Jena Climate Data
* Causality between Pressure and Temperature
* Summary
* References