Hello
I’m currently trying to use bivariate granger causality (spectral). However, I have no idea how to calculate maximum model order.
Thank you
Hello
I’m currently trying to use bivariate granger causality (spectral). However, I have no idea how to calculate maximum model order.
Thank you
It's an upper bound on the autoregressive signal models used in the Granger computation. Please refer to the published literature on the question for guidance, reproducing the approach of papers relevant to your research question.