Granger causality test

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sartika
Posts: 2
Joined: Wed Oct 07, 2015 6:30 pm

Granger causality test

Postby sartika » Wed Oct 07, 2015 7:03 pm

dear all,

I have this data:
1. GRDP for each region/province in Indonesia (16 region).
2. Electricity consumption for each region/province in indonesia (16 region).
i want to investigate causal relationship between GRDP and electricity consumption in indonesia using data above.
may i use granger causality test using panel data in this situation?
and i want to know step by step how to run granger causality test using eviews (step to run unit root, cointegration, and granger causality).

thank you.

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