Publications by finnstats »
Granger Causality Test in R (with Example)
Granger-Causality Test in R, The Granger Causality test is used to examine if one time series may be used to forecast another. Subscribe to the Channel for video tutorials Null Hypothesis (H0): Time series X does not cause time series Y to Granger-cause itself. Alternative Hypothesis (H1): Time series X cause time series Y to Granger-cause its...
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Anderson-Darling Test in R (Quick Normality Check)
Anderson-Darling Test in R, The Anderson-Darling Test is a goodness-of-fit test that determines how well your data fits a given distribution. This test is most typically used to see if your data follow a normal distribution or not. This sort of test can be used to check for normality, which is a common assumption in many statistical tests such ...
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How to perform Rolling Correlation in R
Rolling Correlation in R, Correlations between two-time series on a rolling window are known as rolling correlations. Correlations in time series are extremely valuable since they may be used to model and forecast if a relationship exists. But there’s a catch: a correlation isn’t static! It evolves over time. The rolling correlation is one o...
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How to do Chow Test in R
The Chow test is used to compare the coefficients of two distinct regression models on two separate datasets. This test is commonly used in econometrics using time series data to evaluate if the data has a structural break at some point. Correlation Analysis in R? » Karl Pearson correlation coefficient » The basic steps are as follows: Run all...
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How to Calculate Jaccard Similarity in R
Jaccard Similarity in R, The Jaccard similarity index compares two sets of data to see how similar they are. It might be anywhere between 0 and 1. The greater the number, the closer the two sets of data are. Subscribe The Jaccard Index is a statistical measure that is frequently used to compare the similarity of binary variable sets. It is the l...
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