A CAUSALIDADE DE GRANGER EM SÉRIES TEMPORAIS / GRANGER CAUSALITY IN TIME SERIES
AUTOR(ES)
RONALDO AZEVEDO
DATA DE PUBLICAÇÃO
1991
RESUMO
In this work causality in the sense defined by Granger is revisited. Applications to bivariante temporal systems in time domain and frequency-domain were analysed, using a computer program written in Pascal. After this, spectral methods were developed, with special emphasis on phase and causality-coerence.
ASSUNTO(S)
series temporais time series causality causalidade