/GrangerCausality

Granger Causality Test

Primary LanguageJupyter Notebook

GrangerCausality

Granger Causality Test

Dataset Used

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.

Reference Paper

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}
}

Code Reference