public class GrangerTest
extends java.lang.Object
Constructor and Description |
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GrangerTest() |
Modifier and Type | Method and Description |
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static GrangerTestResult |
granger(double[] y,
double[] x,
int L)
Returns p-value for Granger causality test.
|
static double |
sqrSum(double[] a) |
static double[] |
strip(int l,
double[] a) |
public static GrangerTestResult granger(double[] y, double[] x, int L)
y
- - predictable variablex
- - predictorL
- - lag, should be 1 or greater.public static double sqrSum(double[] a)
public static double[] strip(int l, double[] a)