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[Stat] Limitations of the linear Granger test #14

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a234 opened this issue Nov 28, 2018 · 3 comments

a234 commented Nov 28, 2018

How well does the linear Granger test fit on nonlinear data?

Contributor

shouldsee commented Dec 2, 2018

@a234 Gotcha! I remember you from one of the post on hypersphere here!

https://en.wikipedia.org/wiki/Granger_causality

Contributor

shouldsee commented Sep 8, 2019

Granger test的算法复杂度是多少呀?

Author

a234 commented Sep 10, 2019

对于线性的情况，和数据大小成正比。

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