Granger causality
Statistical hypothesis testing, Time series, Regression analysis, Nobel Prize in Economics, T-test, F-test, Econometrics
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. The Granger causality test is a statistical hypothesis test for determining whether one time series is useful in forecasting another. Ordinarily, regressions reflect "mere" correlations, but Clive Granger, who won a Nobel Prize in Economics, argued that there is an interpretation of a set of tests as revealing something about causality.
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Produktinformationen "Granger causality"
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. The Granger causality test is a statistical hypothesis test for determining whether one time series is useful in forecasting another. Ordinarily, regressions reflect "mere" correlations, but Clive Granger, who won a Nobel Prize in Economics, argued that there is an interpretation of a set of tests as revealing something about causality.
Untertitel
Statistical hypothesis testing, Time series, Regression analysis, Nobel Prize in Economics, T-test, F-test, Econometrics
H | B | T | Gramm
220 mm | 150 mm | 5 mm | 131 gr
Erscheinungsjahr
2026
FSK
0
Ausgabe
Taschenbuch
Verlag
Omniscriptum
ISBN-10
6134269093
Autor
Frederic P. Miller, Agnes F. Vandome, John McBrewster
Weitere Mitwirkende
Vandome, Agnes F. | Miller, Frederic P. | McBrewster, John
Sprache
Englisch
Seitenanzahl
76
Themen
Mathematik
Verantwortliche Person
gemäß Art. 16 GPSR
OmniScriptum SRL, Str. Armeneasca 28/1, office 1, 2012, Chisinau, MD, info@omniscriptum.com
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