Mastering Machine Learning with R - Second Edition
by Cory Lesmeister, Doug Ortiz, Vikram Dhillon, Miroslav Kopecky
Examining the causality
For this chapter, this is where I think the rubber meets the road and we will separate causality from mere correlation, well, statistically speaking anyway. This is not the first time that this technique has been applied to the problem. Triacca (2005) found no evidence to suggest that atmospheric CO2 Granger caused the surface temperature anomalies. On the other hand, Kodra (2010) concluded that there is a causal relationship, but put forth the caveat that their data was not stationary even after a second-order differencing. While this effort will not settle the debate, it will hopefully inspire you to apply the methodology in your personal endeavors. The topic at hand certainly provides an effective training ground ...
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