Tests / dispersion_indicator_granger

Dispersion Indicator Granger

AMBIGUOUSEmpirical Methods

Description

Figures

CH: Dispersion IndicatorCH: Dispersion IndicatorFV: GrangerFV: Granger

Statistics

p value0.2046
statistic1.4847
min p reverse0.0786

Reproduction Steps

cd thesis-tests && source ../.venv/bin/activate
python download_data.py --source all
python run_all.py --test

Data Sources

  • WSTS