Granger causality
statistical hypothesis test for forecasting
Facts
4 properties- Instance of
- statistical test
- Defining formula
- \frac{ r }{ m } - \ln( m ) - 1.24 = 0[3]
- Maintained by WikiProject
- WikiProject Mathematics[4]
- Named after
- Clive Granger[2]
🏷️ Also known as
en Granger causality
en Granger causality test
cs Graugnerova kauzalita
de Granger Kausalität
es Causalidad de Granger
fa علیت گرانجر
fr causalité au sens de Granger
he מבחן גריינג'ר
it Causalità di Granger
ja グレンジャー因果性
ko 그레인저 인과관계
pl Przyczynowość w sensie Grangera
pt Causalidade de Granger
ru Причинность по Грэнджеру
ru Тест Грэнджера на причинность
tr Granger Nedenselliği
uk Причинність за Грейнджером
zh 格兰杰因果关系检验
zh 格兰杰因果性
zh 格兰杰因果性检验
🔖 Identifiers · 6
- OpenAlex ID
- C129824826
- Encyclopedia of China (Third Edition) ID
- 496846
- Freebase ID
- /m/05kggy
- Microsoft Academic ID (discontinued)
- 129824826
- Quora topic ID
- Granger-Causality-Test
- Scholarpedia article ID
- Granger_causality
🔗 Connections
Instance of 1
Maintained by WikiProject 1
Named after 1
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Summary
Granger causality is a statistical test[1].