Granger causality: Linear dependence and feedback relations between two simultaneous time series.

Faiza Allehiany

Friday 26th March, 2010 16:00-17:00 Mathematics Building, room 515


Granger causality is a statistical measure of causal or directional influence from one time series to another and is based on a regressive model which attempts to provide a linear prediction of the behaviour of network activity (a time series) from its history. I will give a brief explanation of Granger causality concept in the frequency space using Geweke transformation.

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