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Interpreting the Granger causality results

Open NOOR-JAMALUDEEN opened this issue 2 years ago • 0 comments

I am using the code to find Granger causalities in a dataset that I have, and I would really appreciate the help here in interpreting the results. Are the Granger causalities reported in the matrix variable A_pred? However, the weights in this matrix are positive and negative. Does the positive weight refer to an excitatory effect and the negative to an inhibitory effect between the event types? Thank you in advance for the help!

NOOR-JAMALUDEEN avatar Oct 29 '22 08:10 NOOR-JAMALUDEEN