Description Usage Arguments Value Author(s)
Given a site, determine if all possible combinations of the variables are Granger cause each other. The Null Hypothesis (H0) is that Time series x does not Granger-cause time series y, and the Alternative Hypothesis (HA): Time series x Granger-causes time series y
1 | ccm_site(in_data)
|
in_data |
data frame of the site we are studying. This is a nested data frame that contains |
alpha |
the significance level |
max_lag |
the maximum number of lags to be considered |
A data frame that reports the value of the cross correlation mapping for a given measurement
John Zobitz zobitz@augsburg.edu, based on code from Chandler Lutz, UCR 2009 (https://www.mathworks.com/matlabcentral/fileexchange/25467-granger-causality-test).
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.