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| Título: |
GRANGER CAUSALITY IN TIME SERIES |
| Instituição: |
PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO - PUC-RIO |
| Autor(es): |
RONALDO AZEVEDO
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| Colaborador(es): |
REINALDO CASTRO SOUZA - Orientador
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| Catalogação: |
07/08/2006 |
| Tipo: |
THESIS
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Idioma(s): |
PORTUGUESE - BRAZIL
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| Referência [pt]: |
http://www.maxwell.lambda.ele.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8782@1 |
| Referência [en]: |
http://www.maxwell.lambda.ele.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8782@2 |
| Resumo: |
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In this work causality in the sense defined by Granger is
revisited. Applications to bivariante temporal systems in
time domain and frequency-domain were analysed, using a
computer program written in Pascal. After this, spectral
methods were developed, with special emphasis on phase and
causality-coerence.
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