A question about pyGC - Githubissues

ViniciusLima94 / pyGC

Granger Causality library in python

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A question about pyGC #1

Open Xing-Chaos opened 3 years ago

Xing-Chaos commented 3 years ago

Hi, Vinícius Lima, your code （pyGC）runs very fast. May I ask which literature you refer to for the principle of grander causality implemented in your code? Can you share it?

ViniciusLima94 commented 3 years ago

Hello,

You can take a look in here: https://www.scielo.br/scielo.php?script=sci_arttext&pid=S1806-11172020000100479&lng=en&nrm=iso&tlng=en