Archive for March 6th, 2008
Granger causality and Intrade data.
Granger causality is a technique for determining whether one time series can be used to forecast another; since the Intrade market provides time series data for political questions, we can look at whether political outcomes can be used to forecast other political outcomes. There’s a library for the statistical package R to do the Granger test, […]
Posted: March 6th, 2008 under Economics, Personal, Computer Science, Mathematics.
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