Current location - Education and Training Encyclopedia - Graduation thesis - Granger, what is causality? What is Granger causality? I don't know what's the use of reading papers
Granger, what is causality? What is Granger causality? I don't know what's the use of reading papers
Granger causality is the result of Granger causality test.

Granger's genesis is consistent with the original assumption that X is not Y.

It is a test method to explain whether x has an effect on y.

The premise is that x and y are stationary or first-order cointegration.

Refer to time series related books.