Time Series · Causality
granger
Granger-Causality Network. Pairwise Granger-causality tests over 2–8 series → directed edges + in/out degree. RATS/EViews 'Granger Causality'.
Identity
version 1.0.0 · capability network · min_obs 100 · runner r (granger.R)
Primitives
P6
Composes with
not yet a catalog field — operator-composition metadata lands with Pathway F; nothing is invented here.
Parameters
| name | type | req | values / range |
|---|
| series | series (n=2–8) | required | |
| lag | int | optional | |
| alpha | num | optional | |
Returns
method,dataset,series,n,lag,alpha,n_edges,edges,out_degree,in_degree,p_matrix,interpretation
Paper
none — honest: a substrate method; no single companion paper claims it.
Changelog
[object Object]
Run it
curl -s -X POST https://shssm-compute-b7ui3oxaqq-el.a.run.app/api/compute/run \
-H "Content-Type: application/json" \
-d '{"method":"granger","params":{"series":["India","USA"]}}'