Timeline for Lag order for Granger causality test
Current License: CC BY-SA 3.0
6 events
when toggle format | what | by | license | comment | |
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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 |
added 28 characters in body; edited tags
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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 |