Granger causality test in R Studio

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  • Опубликовано: 11 сен 2024
  • Hello friends,
    Hope you all are doing great!
    This video describes how to conduct Granger causality test in R Studio. In the next videos, we would learn how to select appropriate lags for Granger causality tests.
    I have used R Studio here. But you can use Stata, , Eviews or even MS Excel to compute F-test.
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