Granger causality test
Posted: 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.
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.