Comment by csee
4 years ago
Granger causality is about linear inter-temporal dependence. Chatterjee correlation is about non-linear contemporaneous (or time-independent) dependence. They're tools for quite different applications.
4 years ago
Granger causality is about linear inter-temporal dependence. Chatterjee correlation is about non-linear contemporaneous (or time-independent) dependence. They're tools for quite different applications.
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