[Stat] Limitations of the linear Granger test

[a234]

How well does the linear Granger test fit on nonlinear data?

[shouldsee]

@a234 Gotcha! I remember you from one of the post on hypersphere here!

https://en.wikipedia.org/wiki/Granger_causality

[shouldsee]

Granger test的算法复杂度是多少呀?

[a234]

对于线性的情况，和数据大小成正比。