# Granger Causality

## Granger Causality Test in Python

Granger Causality test is a statistical test that is used to determine if a given time series and it’s lags is helpful in explaining the value of another series. You can implement this in Python using the statsmodels package. That is, the Granger Causality can be used to check if a given series is a …

## Granger Causality Test

Introduced in 1969 by Clive Granger, Granger causality test is a statistical test that is used to determine if a particular time series is helpful in forecasting another series. What is Granger Causality? Let’s first understand when is the Granger causality test is useful. Let’s say you have two time series data X and Y, …

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