نتایج جستجو برای: granger causality test
تعداد نتایج: 858367 فیلتر نتایج به سال:
This paper indicates causality as the tool that unifies the analysis of both activations and connectivity of brain areas, obtained with fMRI data. Causality analysis is commonly applied to study connectivity, so this work focuses on demonstrating that also the detection of activations can be handled with a causality analysis. We test our method on finger tapping data, in which GLM and Granger C...
Most of the signals recorded in experiments are inevitably contaminated by measurement noise. Hence, it is important to understand the effect of such noise on estimating causal relations between such signals. A primary tool for estimating causality is Granger causality. Granger causality can be computed by modeling the signal using a bivariate autoregressive (AR) process. In this paper, we grea...
This paper analyzes empirically the effect of crude oil price change on the economic growth of Indian-Subcontinent (India, Pakistan and Bangladesh). We use a multivariate Vector Autoregressive analysis followed by Wald Granger causality test and Impulse Response Function (IRF). Wald Granger causality test results show that only India’s economic growth is significantly affected when crude oil pr...
A number of studies have tried to exploit subtle phase differences in BOLD time series to resolve the order of sequential activation of brain regions, or more generally the ability of signal in one region to predict subsequent signal in another region. More recently, such lag-based measures have been applied to investigate directed functional connectivity, although this application has been con...
this world; though all the discussions are focused on the causal relationships in allthe scientific arguments. One of the methods to study the designed causal relationshipsobjectively is Granger causality test. This paper aims to investigate the longtermcausal relationship between the stock price and dividends. The statisticalpopulation includes 180 active companies in Stock Exchange of Tehran ...
this study attempts to investigate the effect of oil returns and external debt on the government expenditure in syria over the period 1970-2010. the johansen cointegration test showed that oil returns and external debt have a positive and significant long run relationship with government expenditure. the granger causality test indicates unidirectional short-run causality relationships running f...
It is often useful in multivariate time series analysis to determine statistical causal relations between different time series. Granger causality is a fundamental measure for this purpose. Yet the traditional pairwise approach to Granger causality analysis may not clearly distinguish between direct causal influences from one time series to another and indirect ones acting through a third time ...
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