I have two time series and I want to look at their Granger causality. My data is from two irregular time series. Irregular here means sampling was done sporadically across 3 years. In some months, there is data every 3-5 days and some months there is no data.

What are the assumptions for Granger causality analysis? Can I use Granger causality with unevenly distributed/ missing time points?


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.