计算Granger的工具箱,matlab文件,可运行,结果与eviews一致。
附件列表
Granger causality test.zip
大小:827.37 KB
只需: 5 个论坛币
马上下载
格兰杰检验
本附件包括:
- ccaStartup.m
- cca_autonomy_regress.m
- cca_calcPanels.m
- cca_causaldensity.m
- cca_causaldensity_spectral.m
- cca_causalflow.m
- cca_causalflow_spectral.m
- cca_check_cov_stat.m
- cca_check_cov_stat_mtrial.m
- cca_demo.m
- cca_detrend.m
- cca_detrend_mtrial.m
- cca_diff.m
- cca_diff_mtrial.m
- cca_find_model_order.m
- cca_find_model_order_mtrial.m
- cca_find_model_order_optimized.m
- cca_findsignificance.m
- cca_findsignificance_autonomy.m
- cca_granger_regress.m
- cca_granger_regress_mtrial.m
- cca_granger_regress_optimized.m
- cca_granger_regress_zerolag.m
- cca_kpss.m
- cca_kpss_mtrial.m
- cca_multitaper.m
- cca_pajek.m
- cca_partialgc.m
- cca_partialgc_doi_bstrap.m
- cca_partialgc_doi_permute.m
- cca_partialgc_mtrial.m
- cca_plotcausality.m
- cca_plotcausality_spectral.m
- cca_plotcoherence.m
- cca_plotevent.m
- cca_pwcausal.m
- cca_pwcausal_bstrap.m
- cca_pwcausal_permute.m
- cca_regress.m
- cca_regress_optimized.m
- cca_rm_ensemblemean.m
- cca_rm_temporalmean.m
- cca_rm_temporalmean_mtrial.m
- cca_sacf.m
- ccademo.1.net
- ccademo.2.net
- ccademo.3.net
- GCCA_manual.pdf