The Granger causal test is widely used in time series analysis, but the various ways in which it can be performed in R are poorly documented.
In this document, I am going to focus on its standard version, suggesting four different approaches.
The Granger causal test is widely used in time series analysis, but the various ways in which it can be performed in R are poorly documented.
In this document, I am going to focus on its standard version, suggesting four different approaches.