Dynamic Functional Principal Components for Testing Causality
نویسندگان
چکیده
In this paper, we investigate the causality in sense of Granger for functional time series. The concept series is defined, and a statistical procedure testing hypothesis non-causality proposed. based on projections dynamic principal components use multivariate test. A comparative study with existing procedures shows good results our An illustration real dataset provided to attest performance proposed procedure.
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ژورنال
عنوان ژورنال: Signals
سال: 2021
ISSN: ['2624-6120']
DOI: https://doi.org/10.3390/signals2020022