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Granger causality - Scholarpedia
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日期：2024-05-13
Granger causality is a statistical concept of causality that is based on prediction. According to Granger causality, if a signal X 1 "Granger-causes" (or "G-causes") a signal X 2, then past values of X 1 should contain information that helps predict X 2 a...看更多
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