Granger Causality Test

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  • เผยแพร่เมื่อ 7 ก.พ. 2025
  • #Research # DataAnalysis # Eviews #managementresearch #Regression #HigherEducation # Logistic Regression
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    Causal relationships between variables are analyzed through the Granger causality approach. The Granger causality is used for determining whether one time series is useful for forecasting another. If probability value is less than any level, then the hypothesis can be rejected at that level. If there are two varibales, we can use Granger causality and if variables are more than two, we can use Var Granger Causality test.
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ความคิดเห็น • 8

  • @ramkrishnamandal644
    @ramkrishnamandal644 2 ปีที่แล้ว +2

    Very excellent lecture. Many econometrics students will be benefited.
    With regards
    Dr. Ram Krishna Mandal
    Principal

    • @DrJKSachdeva
      @DrJKSachdeva  2 ปีที่แล้ว

      Thank you, sir, many more videos are coming. Always thankful for your support

  • @urvashiarya8811
    @urvashiarya8811 ปีที่แล้ว +2

    how to determine no of lags?

    • @DrJKSachdeva
      @DrJKSachdeva  ปีที่แล้ว

      Please watch th-cam.com/video/_43cQqjwGGQ/w-d-xo.html if you need anything else, please do write.

  • @economicsbymanali
    @economicsbymanali ปีที่แล้ว +1

    Sir can we do this test in spss

    • @DrJKSachdeva
      @DrJKSachdeva  ปีที่แล้ว

      I never tried. There is no direct command, I observe.

  • @shahadsameer4328
    @shahadsameer4328 2 ปีที่แล้ว

    How I open the file in EViews?

    • @DrJKSachdeva
      @DrJKSachdeva  2 ปีที่แล้ว

      Import data and browse excel sheet and follow steps