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- Thu Jul 24, 2014 11:10 am
- Forum: Econometric Discussions
- Topic: Granger Causalty question
- Replies: 0
- Views: 1331
Granger Causalty question
Hi guys , I am currently working on my dissertation ''correlation of oil prices with agricultural commodities''. I started with ADF tests, continued with cointegration(Joahansen) then with Vector error correction and everything seemed ok for the moment. However when I ran the gRanger causalty test i...
