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  • Granger causality test

    From Arun Kumar S@21:1/5 to All on Tue Aug 10 02:30:06 2021
    To Granger causality test which software i should use? or can i use SPSS software.

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  • From Rich Ulrich@21:1/5 to arunmahadev@yahoo.com on Tue Aug 10 16:13:10 2021
    On Tue, 10 Aug 2021 02:30:06 -0700 (PDT), Arun Kumar S
    <arunmahadev@yahoo.com> wrote:

    To Granger causality test which software i should use? or can i use SPSS software.

    What area are you working in, and what do you see in
    your literature?

    I've never talked about Granger causality. I don't remember
    anything in SPSS that is labeled that way.

    I see an article at
    https://en.wikipedia.org/wiki/Granger_causality

    - and it looks like the simple version can be done with multiple
    regression. You can use the lag( ) function to pick up previous
    values of X and Y.

    One article seemed to cite R and Python has having programs
    that might mention it. SPSS can interface with many R programs.

    --
    Rich Ulrich

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