fn ols_granger_single_dim(y: &[f64], x: &[f64], lag: usize) -> (f64, f64, usize)Expand description
Fit OLS for a single dimension and compute residual sum of squares.
Restricted model: y_d(t) = Σ_l β_l · y_d(t-l) + ε
Unrestricted model: y_d(t) = Σ_l β_l · y_d(t-l) + Σ_l γ_l · x_d(t-l) + ε
Returns (rss_restricted, rss_unrestricted, n_obs).