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- Wed Aug 25, 2010 4:56 am
- Forum: Econometric Discussions
- Topic: Granger causality between Futures and Spot prices
- Replies: 0
- Views: 2166
Granger causality between Futures and Spot prices
Hello, I want to test the granger causality between Futures and Spot prices on gold I have all data on Bloomberg: Spot, futures at all maturity but I am not sure which data should be input. for example If I input historical spot prices lets say from March 2010 to may 2010 in the first column and Gol...