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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Very excellent lecture. Many econometrics students will be benefited.
With regards
Dr. Ram Krishna Mandal
Principal
Thank you, sir, many more videos are coming. Always thankful for your support
how to determine no of lags?
Please watch th-cam.com/video/_43cQqjwGGQ/w-d-xo.html if you need anything else, please do write.
Sir can we do this test in spss
I never tried. There is no direct command, I observe.
How I open the file in EViews?
Import data and browse excel sheet and follow steps