GrangerCausalityBin​ary

Version 1.0.0 (3,22 ko) par Zahra Yousefi Darani
Using this function, you can evaluate if one time series (binary data) Granger causes another time series (binary data).
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Mise à jour 1 août 2024

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While traditional Granger causality is designed for continuous data, by using logistic regression instead of linear regression and using the history of discretized time series within GLMM, Granger causality can be applied to binary data.

Citation pour cette source

Zahra Yousefi Darani (2024). GrangerCausalityBinary (https://www.mathworks.com/matlabcentral/fileexchange/170736-grangercausalitybinary), MATLAB Central File Exchange. Extrait(e) le .

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Créé avec R2024a
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Version Publié le Notes de version
1.0.0