The traditional Granger causality test, which uses linear regression for prediction, may not capture more complex causality relations. This package enables the utilization of nonlinear forecasting ...
Granger causality is a statistical concept for testing whether past values of one time series provide statistically significant information about future values of another time series, beyond what the ...
1 Faculty of Science and Technology, University of Macau, Macau SAR, China. 2 School of Computer Science and Engineering, Hunan University of Science and Technology, Xiangtan, China. 3 School of ...