格兰杰因果检验

最新推荐文章于 2024-05-21 15:55:40 发布

weixin_42663919

最新推荐文章于 2024-05-21 15:55:40 发布

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本文链接：https://blog.csdn.net/weixin_42663919/article/details/108366345

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概念
https://blog.csdn.net/Luciazxx/article/details/44224145?ops_request_misc=%257B%2522request%255Fid%2522%253A%2522159903498619724843336308%2522%252C%2522scm%2522%253A%252220140713.130102334…%2522%257D&request_id=159903498619724843336308&biz_id=0&utm_medium=distribute.pc_search_result.none-task-blog-2_allfirst_rank_ecpm_v3~pc_rank_v3-1-44224145.pc_ecpm_v3_pc_rank_v3&utm_term=%E6%A0%BC%E5%85%B0%E6%9D%B0%E5%9B%A0%E6%9E%9C%E5%85%B3%E7%B3%BB%E6%A3%80%E9%AA%8C&spm=1018.2118.3001.4187

进行格兰杰因果关系检验的一个前提条件是时间序列必须具有平稳性
平稳性概念
https://www.jianshu.com/p/dedf38416694

DF检验和ADF检验的原假设是存在单位根
DF检验和ADF检验实现
https://blog.csdn.net/weixin_34327761/article/details/89405766?ops_request_misc=%257B%2522request%255Fid%2522%253A%2522159903506219195265947095%2522%252C%2522scm%2522%253A%252220140713.130102334.pc%255Fall.%2522%257D&request_id=159903506219195265947095&biz_id=0&utm_medium=distribute.pc_search_result.none-task-blog-2_allfirst_rank_ecpm_v3~pc_rank_v3-12-89405766.pc_ecpm_v3_pc_rank_v3&utm_term=python+%E5%8D%95%E4%BD%8D%E6%A0%B9%E6%A3%80%E9%AA%8C&spm=1018.2118.3001.4187
格兰杰因果检验实现
https://www.cnblogs.com/anai/p/13083048.html

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