3 ms·
https://wolfweb.unr.edu/homepage/zal/STAT758/Granger_Newbold_1974.pdf https://wolfweb.unr.edu/homepage/zal/STAT758/Granger_Newbold... was written over 45 years
by bitxbit 8y ago
https://wolfweb.unr.edu/homepage/zal/STAT758/Granger_Newbold_1974.pdf https://wolfweb.unr.edu/homepage/zal/STAT758/Granger_Newbold...
was written over 45 years ago. Granger is rolling over in his grave every time someone "discovers" a magical relationship between two time-series. In all honesty, statistics is hard and it's something you need to practice on a regular basis.
- deleted 8y ago[deleted]