Granger Causality on forward and Reversed Time Series

In this study, the information flow time arrow is investigated for stochastic data defined by vector autoregressive models. The time series are analyzed forward and backward by different Granger causality detection methods. Besides the normal distribution, which is usually required for the validity...

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Detalles Bibliográficos
Autores principales: Chvosteková, Martina, Jakubík, Jozef, Krakovská, Anna
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8066447/
https://www.ncbi.nlm.nih.gov/pubmed/33808377
http://dx.doi.org/10.3390/e23040409

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8066447/
https://www.ncbi.nlm.nih.gov/pubmed/33808377
http://dx.doi.org/10.3390/e23040409

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