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- Granger_causality abstract "The Granger causality test is a statistical hypothesis test for determining whether one time series is useful in forecasting another. Ordinarily, regressions reflect "mere" correlations, but Clive Granger argued that causality in economics could be reflected by some sort of tests. Since the question of "true causality" is deeply philosophical, econometricians assert that the Granger test finds only "predictive causality".Granger also stressed that some studies using "Granger causality" testing in areas outside Economics reached "ridiculous" conclusions. "Of course, many ridiculous papers appeared", he said in his Nobel Lecture, December 8, 2003.A time series X is said to Granger-cause Y if it can be shown, usually through a series of t-tests and F-tests on lagged values of X (and with lagged values of Y also included), that those X values provide statistically significant information about future values of Y.".
- Granger_causality wikiPageID "1648224".
- Granger_causality wikiPageRevisionID "602374976".
- Granger_causality hasPhotoCollection Granger_causality.
- Granger_causality subject Category:Causality.
- Granger_causality subject Category:Time_series_analysis.
- Granger_causality comment "The Granger causality test is a statistical hypothesis test for determining whether one time series is useful in forecasting another. Ordinarily, regressions reflect "mere" correlations, but Clive Granger argued that causality in economics could be reflected by some sort of tests.".
- Granger_causality label "Causalidad de Granger".
- Granger_causality label "Causalidade de Granger".
- Granger_causality label "Causalità di Granger".
- Granger_causality label "Causalité au sens de Granger".
- Granger_causality label "Granger causality".
- Granger_causality label "Тест Грэнджера на причинность".
- Granger_causality label "格蘭傑因果關係".
- Granger_causality sameAs Causalidad_de_Granger.
- Granger_causality sameAs Causalité_au_sens_de_Granger.
- Granger_causality sameAs Causalità_di_Granger.
- Granger_causality sameAs Causalidade_de_Granger.
- Granger_causality sameAs m.05kggy.
- Granger_causality sameAs Q2630107.
- Granger_causality sameAs Q2630107.
- Granger_causality wasDerivedFrom Granger_causality?oldid=602374976.
- Granger_causality isPrimaryTopicOf Granger_causality.