BNL-Causality

Project Overview

• [f_test.py] is a file containing utilities for performing F-tests to test for equality of variance as well as nested regression goodness of fit
• [general_linear_regression.py] is a file containing utilities for performing general least squares linear regression on data with potentially many explanatory and response variables
• [time_series.py] contains utilities for creating and packaging time series data into a format to be used with the rest of this project
• [time_series_regression.py] is the meat (so far) of this project, and includes the logic for performing regression on a time series for a specified number of lags
• [var.py] contains Vector Autoregression (VAR) models for representing time series regression, as well as utilites for assesing Granger-causality for different time series variables