Add Granger Causality tests to the stats worksheet
Jason
Registered Posts: 32 ✭✭✭✭✭
I'd really like to be able to test granger causality between two or more time series. Would it be possible to add it to the stats page, such that I can pick 2 or more input columns, and the GC can be calculated between each pairing and each ordering, over a specified range of lags?