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Method evidence record

Granger Causality

The Granger causality test, introduced by Clive W. J. Granger in 1969, assesses whether the past values of one time series help predict another beyond what the latter's own past already explains. It defines causality in a strictly predictive sense rather than as a structural or physical cause.

Evidence statusSources recorded, not reviewedBibliographic sources are present. Claim-level evidence review has not been performed.

Source record

Recorded

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Granger Causality Test

Taxonomic method recordregression-modeleconometrics

  1. Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438. · DOI 10.2307/1912791

Open full method1 recorded citation, copied from the method source record.

Curated claims

Assessed

Claims persisted in the evidence ledger, each with its own assessment.

No curated claims yet

This view does not invent a claim assessment when the ledger has none.

Related methods

Suggested5

Generated from the method graph and shown as machine-suggested relations. No evidence claim is inferred.