Tag: time series analysis

Testing the accuracy of the stock market forecasting model

By Riya Jain & Priya Chetty on August 5, 2023 No Comments

The stock market is an uncertain market consisting of opportunities to gain and lose. The risk presence in the market creates the need for a stock market forecasting model for the movements of stocks and an understanding of the possible position of stocks in position. Information on future stock movements can enable the investor to […]

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How to perform Granger causality test in STATA?

By Rashmi Sajwan & Priya Chetty on October 16, 2018 17 Comments

Applying Granger causality test in addition to cointegration test like Vector Autoregression (VAR) helps detect the direction of causality. It also helps to identify which variable acts as a determining factor for another variable. This article shows how to apply Granger causality test in STATA.

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