Granger Causal Test
Posted: Fri Oct 15, 2010 11:17 pm
Hi,
I just joined and testing the water with the following question:
Am I correct in saying that A Granger causes B and that B does not Granger Cause A given the following results. Using Eviews for the Granger Causal Test, I derived the following :
A does not Granger Cause B F = 5.6 Prob = 0.015
B does not Granger Cause A F = 1.3 Prob = 0.266
I just joined and testing the water with the following question:
Am I correct in saying that A Granger causes B and that B does not Granger Cause A given the following results. Using Eviews for the Granger Causal Test, I derived the following :
A does not Granger Cause B F = 5.6 Prob = 0.015
B does not Granger Cause A F = 1.3 Prob = 0.266