- Granger causality test
- Математический анализ: тест (причинности) Грейнджера (слова causality/причинность часто опускают)
Универсальный англо-русский словарь. Академик.ру. 2011.
Granger causality test
Смотреть что такое "Granger causality test" в других словарях:
Granger causality — is a technique for determining whether one time series is useful in forecasting another. Ordinarily, regressions reflect mere correlations, but Clive Granger, who won a Nobel Prize in Economics, argued that there is an interpretation of a set of… … Wikipedia
Causality — (but not causation) denotes a necessary relationship between one event (called cause) and another event (called effect) which is the direct consequence (result) of the first. [http://dictionary.reference.com/search?q=Causality x=35 y=25 Random… … Wikipedia
Granger-Kausalität — Kausalität (lat. causa „Ursache“) bezeichnet die Beziehung zwischen Ursache und Wirkung, betrifft also die Abfolge aufeinander bezogener Ereignisse/Zustände. Die Kausalität (ein kausales Ereignis) hat eine feste zeitliche Richtung, die immer von… … Deutsch Wikipedia
Тест Грэнджера на причинность — (англ. Granger causality test) процедура проверки причинно следственной связи («причинность по Грэнджеру») между временными рядами. Идея теста заключается в том, что значения (изменения) временного ряда , являющегося причиной изменений … Википедия
Econometrics — Economics … Wikipedia
Free will — This article is about the philosophical questions of free will. For other uses, see Free will (disambiguation). A domino s movement is determined completely by laws of physics. Incompatibilists say that this is a threat to free will, but… … Wikipedia
Cointegration — is a statistical property of time series variables. Two or more time series are cointegrated if they share a common stochastic drift. Contents 1 Introduction 2 Test 3 See also 4 Reference … Wikipedia
List of mathematics articles (G) — NOTOC G G₂ G delta space G networks Gδ set G structure G test G127 G2 manifold G2 structure Gabor atom Gabor filter Gabor transform Gabor Wigner transform Gabow s algorithm Gabriel graph Gabriel s Horn Gain graph Gain group Galerkin method… … Wikipedia
Coefficient of determination — In statistics, the coefficient of determination R2 is used in the context of statistical models whose main purpose is the prediction of future outcomes on the basis of other related information. It is the proportion of variability in a data set… … Wikipedia
Colm Kearney — Professor Colm Kearney is a professor of international business at Trinity College, Dublin. Contents 1 Background 2 Academic Career and Interests 3 Personal 4 … Wikipedia
Antezendenz — Kausalität (lat. causa „Ursache“) bezeichnet die Beziehung zwischen Ursache und Wirkung, betrifft also die Abfolge aufeinander bezogener Ereignisse/Zustände. Die Kausalität (ein kausales Ereignis) hat eine feste zeitliche Richtung, die immer von… … Deutsch Wikipedia
