GrangerCausalityBin​ary

Version 1.0.0 (3.22 KB) by Zahra Yousefi Darani
Using this function, you can evaluate if one time series (binary data) Granger causes another time series (binary data).
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Updated 1 Aug 2024

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While traditional Granger causality is designed for continuous data, by using logistic regression instead of linear regression and using the history of discretized time series within GLMM, Granger causality can be applied to binary data.

Cite As

Zahra Yousefi Darani (2024). GrangerCausalityBinary (https://www.mathworks.com/matlabcentral/fileexchange/170736-grangercausalitybinary), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2024a
Compatible with any release
Platform Compatibility
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Version Published Release Notes
1.0.0