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Apr 30, 2016 at 16:50 comment added Richard Hardy Note that your strategy of differencing to get stationarity is subject to absence of cointegration. See the excellent blog post "Testing for Granger Causality" by Dave Giles for details.
Apr 30, 2016 at 16:48 history edited Richard Hardy CC BY-SA 3.0
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Jul 15, 2014 at 16:00 vote accept ch-pub
Jul 15, 2014 at 4:04 answer added jayk timeline score: 17
Jul 15, 2014 at 2:52 history tweeted twitter.com/#!/StackStats/status/488878842820722688
Jul 15, 2014 at 0:12 history asked ch-pub CC BY-SA 3.0