Struct GrangerCausalityResult 

pub struct GrangerCausalityResult {
    pub cause: String,
    pub effect: String,
    pub lag_order: usize,
    pub f_statistic: f64,
    pub p_value: f64,
    pub adjusted_p_value: f64,
    pub significant: bool,
    pub rss_unrestricted: f64,
    pub rss_restricted: f64,
}

Result of a pairwise Granger causality test.

Fields

cause: String

Name of the “cause” series (whose lags were excluded in H₀).

effect: String

Name of the “effect” series being predicted.

lag_order: usize

Lag order used for the test.

f_statistic: f64

F-statistic.

p_value: f64

Raw (unadjusted) p-value from the F-distribution.

adjusted_p_value: f64

Benjamini-Hochberg adjusted p-value. Controls the false discovery rate across all pairwise tests.

significant: bool

Whether H₀ is rejected after BH correction at α = 0.05.

rss_unrestricted: f64

RSS of the unrestricted model (all lags included).

rss_restricted: f64

RSS of the restricted model (cause lags excluded).

Trait Implementations

impl Clone for GrangerCausalityResult

fn clone(&self) -> GrangerCausalityResult

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for GrangerCausalityResult

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.