Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:alternativeTo |
Granger causality exists
|
| gptkbp:assumes |
stationarity of time series
|
| gptkbp:category |
causality analysis
statistical hypothesis test |
| gptkbp:field |
data science
economics statistics |
| https://www.w3.org/2000/01/rdf-schema#label |
Granger causality test
|
| gptkbp:implementedIn |
gptkb:Python
gptkb:MATLAB R |
| gptkbp:introducedIn |
1969
|
| gptkbp:namedAfter |
gptkb:Clive_Granger
|
| gptkbp:nullHypothesis |
no Granger causality
|
| gptkbp:proposedBy |
gptkb:Clive_Granger
|
| gptkbp:relatedTo |
econometrics
vector autoregression |
| gptkbp:requires |
lagged values of variables
|
| gptkbp:testedBy |
causal relationship between time series
|
| gptkbp:usedIn |
time series analysis
|
| gptkbp:bfsParent |
gptkb:Clive_Granger
|
| gptkbp:bfsLayer |
5
|