Hi all,
I have computed causal relationships between two time series. But now I would also like to check the causal influence of a single event on multiple time series. For example, an earthquake on a particular day having an influence on the stocks prices of different companies.
Is there a technique/method that allows me to address this type of question?
Thanks,
Nick
I have computed causal relationships between two time series. But now I would also like to check the causal influence of a single event on multiple time series. For example, an earthquake on a particular day having an influence on the stocks prices of different companies.
Is there a technique/method that allows me to address this type of question?
Thanks,
Nick