Binary Causality
Posted: Mon Jul 14, 2014 2:43 pm
Hi,
Is it possible to perform causality test when you have two time series which are both binary. I performed markov switch to both of the series and got the binary results. I want to know if 1 series causes the other. Do you know any method that I could use?
Is it possible to perform causality test when you have two time series which are both binary. I performed markov switch to both of the series and got the binary results. I want to know if 1 series causes the other. Do you know any method that I could use?