STATISTICS I Time Series I Granger Causality Test I Intuition and Example

STATISTICS I Time Series I Granger Causality Test I Intuition and Example

begin-post-stats

Andrei Galanchuk • 6K views

end-post-stats begin-duration 5:16 end-duration
Math topics:
_Regression_analysis_##Regression analysis##_Granger_causality_##Granger causality##_Coefficient_of_determination_##Coefficient of determination##_Dependent_and_independent_variables_##Dependent and independent variables
Other topics:
_Mathematical_and_quantitative_methods_(economics)_##Mathematical and quantitative methods (economics)##_Statistical_hypothesis_testing_##Statistical hypothesis testing##_Statistical_model_##Statistical model##_Null_hypothesis_##Null hypothesis
video-id: 6dOnNNxRJuY channel_Andrei_Galanchuk_