I'm a developer (with no background in statistics) and I need to use granger causality test, i cant seem to understand the results from the python statsmodels package.
Example 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
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what is the difference between the 4 tests and how to get a conclusion from the p value.
thank you for your help.