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Implement Granger causality #357

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Datseris opened this issue Oct 11, 2023 · 0 comments

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association measures

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Datseris commented Oct 11, 2023

It appears that we do not have the first method ever invented for causal inference: Granger causality. (at least, I couldnt find it in the docs).

Even though it is not to be used in practice, we should have it for historical and comparison reasons.

Datseris added the association measures label

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