industry_themes_causality
Identify leading and lagging industries by running Granger causality tests on return windows. Pinpoint causal transmission chains between industry themes to inform investment decisions.
Instructions
Granger因果检验 + 龙头行业识别 — 找出领先/滞后行业及因果传导链。计算较慢(约60s),需要statsmodels。返回JSON。
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| window | No | 收益率回看窗口(交易日) | |
| max_lag | No | 最大检验滞后期 |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |