Reply to Barnett et al.: Regarding interpretation of Granger causality analyses
نویسندگان
چکیده
منابع مشابه
In reply to Faes et al. and Barnett et al. regarding"A study of problems encountered in Granger causality analysis from a neuroscience perspective"
We would like to thank the authors Faes et al. [1], as well as Barnett et al. [2], for their thoughtful commentary on our paper [3]. The main points of our work were to 1) characterize statistical properties of the traditional computation of Granger-Geweke (GG) causality, and 2) to analyze how the dynamics of the system are represented in the GG-causality measure. Barnett et al. [2] and Faes et...
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ژورنال
عنوان ژورنال: Proceedings of the National Academy of Sciences
سال: 2018
ISSN: 0027-8424,1091-6490
DOI: 10.1073/pnas.1807099115