Granger causality test in R Studio
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- เผยแพร่เมื่อ 7 ต.ค. 2024
- Hello friends,
Hope you all are doing great!
This video describes how to conduct Granger causality test in R Studio. In the next videos, we would learn how to select appropriate lags for Granger causality tests.
I have used R Studio here. But you can use Stata, , Eviews or even MS Excel to compute F-test.
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Dear Sarveshwar, would like to appreciate your simplicity. You made this very easy for our young learners.
thank you so much, you helped me a lot!
Thank u for this informative video , but I have a question, my question is ,what is the purpose of selecting lags and which lags are more good than others. thank u
Thank you from Brazil!! :D
sim
when i fit a var model with more than two variables how can i test granger casuality between any two
Thank you for the video :) Very informative!! One question: I tested my data for stationarity and I rejected my null hypothesis of a unit root (but!) in first difference. Can I still use my data to run a granger causality test?
I am not able to get your question?
the granger test function iss no longer in use in r studio
How do I know the proper value of order, in my case I want to see the relationship between house prices and Gross Domestic Product ?
A small question. Your null hypothesis is that X not causing Y. And You are saying if this null hypothesis is rejected then we say X causes Y . However, if the hypothesis X not causing Y fails it doesn't mean X is causing Y. Let me explain a little bit:
If statement P not causing Q is false then it doesn't mean P is causing Q.
I can unse this test for a panel data?