Granger Causality Test
Description:
-
The advertising dataset captures the sales revenue generated with respect to advertisement costs across multiple channels like radio, tv, and newspapers.
-
It is required to understand the impact of ad budgets on the overall sales.
Acknowledgement:
- The dataset is taken from Kaggle
Objective:
- Understand the Dataset & cleanup (if required).
- Build Regression/GC(GrangerCausality) models to predict the sales w.r.t a single & multiple features.
- Also evaluate the models & compare their respective scores like R2, RMSE, etc.
article{tank2021neural,
title={Neural granger causality},
author={Tank, Alex and Covert, Ian and Foti, Nicholas and Shojaie, Ali and Fox, Emily B},
journal={IEEE Transactions on Pattern Analysis and Machine Intelligence},
volume={44},
number={8},
pages={4267--4279},
year={2021},
publisher={IEEE}
}