1
$\begingroup$

im a developer(with no background in statistics) and i need to use granger causality test, i cant seem to understand the results of the func.

one result: Granger Causality

('number of lags (no zero)', 3)

ssr based F test: F=0.0108 , p=0.9984 , df_denom=193, df_num=3

ssr based chi2 test: chi2=0.0336 , p=0.9984 , df=3

likelihood ratio test: chi2=0.0336 , p=0.9984 , df=3

parameter F test: F=0.4715 , p=0.4931 , df_denom=193, df_num=1

--

what is the different between the 4 tests and how to get a conclusion by the p value.

thank you for your help.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.