0548093 - ÚI 2022 RIV GB eng J - Článek v odborném periodiku
Chvosteková, Martina - Krakovská, A.
Letter to the editor of Heliyon re: Grassmann, G. „New considerations on the validity of the Wiener-Granger causality test” [Heliyon 6 (2020) e05208].
Heliyon. Roč. 7, č. 9 (2021), č. článku e07948. ISSN 2405-8440. E-ISSN 2405-8440
Grant ostatní: AV ČR(CZ) AP1901
Program: Akademická prémie - Praemium Academiae
Institucionální podpora: RVO:67985807
Klíčová slova: Granger causality * Linear prediction * Model assumptions * Reversed time series
Obor OECD: Applied mathematics
Impakt faktor: 3.776, rok: 2021
Způsob publikování: Open access

Dear Editor, a recently published article questions the Wiener-Granger causality test, more commonly referred to as the Granger causality test. Although the abstract of the paper states that the results were obtained by mathematical tools such as the Fourier transform and differential calculus, the presented serious claim that „...not even the most basic requirement underlying any possible definition of causality is met by the Granger causality test...” is in fact based on a questionable numerical testing of two filtered neural signals (A and B). We will show that the validity of the presented considerations is unfounded for several reasons.
Trvalý link: http://hdl.handle.net/11104/0324209