Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 328848

A measure of correlation between different time series, at the same or different times.

1 vote
0 answers
56 views

Hosking test vs Granger Causality for VAR - to use or not to use?

Let's say that we have 2 stationary time series: X and Y. Granger's causality test outputs no granger causality between them, however Hosking cross-correlation test proves there is a relationship betw …