Swetadri Samadder

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Questions related from Swetadri Samadder

Is there any way to rank in terms of Granger Causality?

Suppose I see that there are 3 series X,Y and Z all of which granger cause another series A. Is there any way to check which one among X,Y and Z are most useful to forecast A?

01 August 2016 5,464 2 View

Do amplitude and phase distribution of Instrinsic Mode Function derived from stock market data follow Boltzmann Distribution?

I want to know that if probability distribution of amplitude and phase of Instrinsic Mode Function derived from stock market data follow Boltzmann Distribution? I also want to know the pdf of this...

05 April 2013 7,645 3 View