Skip to content

Instantly share code, notes, and snippets.

@h3ik0th

h3ik0th/GoT_grangercausality_stationary2

Created September 16, 2021 16:03
Show Gist options
  • Star 0 You must be signed in to star a gist
  • Fork 0 You must be signed in to fork a gist
  • Save h3ik0th/6194cf02e97da2bd2d70d2091534c267 to your computer and use it in GitHub Desktop.
Save h3ik0th/6194cf02e97da2bd2d70d2091534c267 to your computer and use it in GitHub Desktop.
Download ZIP
Raw
GoT_grangercausality_stationary2
# Tyrion: get the recommended order of differencing
is_Stationary(df["Tyrion"])
n_diff_Tyrion = nDiff(df["Tyrion"])
print("Tyrion's recommended order of differencing: " + str(n_diff_Tyrion))
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment