GrangerCausalityBin​ary

版本 1.0.0 (3.2 KB) 作者: Zahra Yousefi Darani
Using this function, you can evaluate if one time series (binary data) Granger causes another time series (binary data).
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更新时间 2024/8/1

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While traditional Granger causality is designed for continuous data, by using logistic regression instead of linear regression and using the history of discretized time series within GLMM, Granger causality can be applied to binary data.

引用格式

Zahra Yousefi Darani (2026). GrangerCausalityBinary (https://ww2.mathworks.cn/matlabcentral/fileexchange/170736-grangercausalitybinary), MATLAB Central File Exchange. 检索时间: .

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1.0.0