Google Groups no longer supports new Usenet posts or subscriptions. Historical content remains viewable.
Dismiss

Granger causality test

8 views
Skip to first unread message

Arun Kumar S

unread,
Aug 10, 2021, 5:30:09 AM8/10/21
to
To Granger causality test which software i should use? or can i use SPSS software.

Rich Ulrich

unread,
Aug 10, 2021, 4:13:19 PM8/10/21
to
On Tue, 10 Aug 2021 02:30:06 -0700 (PDT), Arun Kumar S
<arunm...@yahoo.com> wrote:

>To Granger causality test which software i should use? or can i use SPSS software.

What area are you working in, and what do you see in
your literature?

I've never talked about Granger causality. I don't remember
anything in SPSS that is labeled that way.

I see an article at
https://en.wikipedia.org/wiki/Granger_causality

- and it looks like the simple version can be done with multiple
regression. You can use the lag( ) function to pick up previous
values of X and Y.

One article seemed to cite R and Python has having programs
that might mention it. SPSS can interface with many R programs.

--
Rich Ulrich
0 new messages