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The study of the collection, organization, analysis, and interpretation of data. Questions may deal with descriptive statistics, probability distributions, random variables, sampling, regression, density estimation, filtering, inference, estimation theory, or computational statistics.

1 vote

Lead/Lag statistical test in Python

For the granger causality, check the p-values and determine if the null hypothesis( no lead lag effect) is rejected or not. I would try to make both time series statationary and see more metrics like: …
Nicolás Zanni's user avatar