翻訳と辞書 Words near each other ・ Grangemockler GAA ・ Grangemouth ・ Grangemouth branch railways ・ Grangemouth Dockyard Company ・ Grangemouth F.C. ・ Grangemouth middle schools ・ Grangemouth Pilots' Association ・ Grangemouth Refinery ・ Grangenolvin G.F.C. ・ Grangeopsis ・ Granger ・ Granger (Middlesex cricketer) ・ Granger (name) ・ Granger (Tourtechot) ・ Granger Archaeopteryx ・ Granger causality ・ Granger Community Church ・ Granger Cottage ・ Granger E. Westberg ・ Granger Hall (basketball) ・ Granger Hall (National City, California) ・ Granger High School ・ Granger High School (Granger, Texas) ・ Granger High School (Granger, Washington) ・ Granger High School (Utah) ・ Granger Homestead ・ Granger House ・ Granger House and The Perch ・ Granger Independent School District ・ Granger Junior High School Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Granger causality ： ウィキペディア英語版 Granger causality The Granger causality test is a statistical hypothesis test for determining whether one time series is useful in forecasting another, first proposed in 1969. Ordinarily, regressions reflect "mere" correlations, but Clive Granger argued that causality in economics could be tested for by measuring the ability to predict the future values of a time series using prior values of another time series. Since the question of "true causality" is deeply philosophical, and because of the post hoc ergo propter hoc fallacy of assuming that one thing preceding another can be used as a proof of causation, econometricians assert that the Granger test finds only "predictive causality". A time series ''X'' is said to Granger-cause ''Y'' if it can be shown, usually through a series of t-tests and F-tests on lagged values of ''X'' (and with lagged values of ''Y'' also included), that those ''X'' values provide statistically significant information about future values of ''Y''. Granger also stressed that some studies using "Granger causality" testing in areas outside economics reached "ridiculous" conclusions. "Of course, many ridiculous papers appeared", he said in his Nobel lecture. However, it remains a popular method for causality analysis in time series due to its computational simplicity. The original definition of Granger causality does not account for latent confounding effects and does not capture instantaneous and non-linear causal relationships, though several extensions have been proposed to address these issues.〔 ==Intuition== We say that a variable ''X'' that evolves over time ''Granger-causes'' another evolving variable ''Y'' if predictions of the value of ''Y'' based on its own past values ''and'' on the past values of ''X'' are better than predictions of ''Y'' based only on its own past values. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Granger causality」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.