1. Abdullatif Essingery
    10 months & 4 weeks ago

    thanks for your valuable site

    Reply
  2. Wen
    11 months & 4 weeks ago

    Thank you very much for the very informative and helpful materials. It was easy to understand. I have a question. For the third, should we reject the null hypothesis since the p-values are smaller than 0.05?

    Reply
  3. James Lee
    1 year & 1 month ago

    I thought you could only use granger causality on stationary variables? So surely you’d have to use the first-differenced GDP as opposed to just GDP which you’ve used here?

    Reply
  4. Intl Found
    2 years & 2 months ago

    This article just made my day cuz I was totally lost on Granger-causaliy. Thanks so much for your insightful contributions.

    Reply
  5. Nigusie
    2 years & 6 months ago

    Thanks. It is very helpful for me.

    Reply
  6. Anum Shoaib
    2 years & 10 months ago

    Thanks, it was really easy and helpful.

    Reply
  7. Betsy Brind
    3 years & 2 weeks ago

    This is extremely helpful, thank you
    Are you able to apply granger causality tests to panel data, and if so, how can this be done?

    Reply
  8. Alkebsee
    3 years & 1 month ago

    Hello
    i could not apply granger c test for my dataset. i got ” repeated time in sample” message.
    i have tried to delete the repeated observations but no point.
    what i should and can do to preform this test ?
    please

    Reply
  9. SİNEM SOYHAN
    3 years & 2 months ago

    Hello, How are you. I’m Sinem Soyhan. I am writing to you from Turkey’s Van province. I’m trying to do a granger causality test analysis but my data is annual. What can I write in the Command section for the yearly, not the quarter. can you help me? thank you sir

    Reply
  10. Milyas
    4 years & 11 months ago

    i think the third hypothesis should be rejected “Lagged values of pfce and gfcf do not cause gdp” because the results in the third row show that lagged values of both pfce and gfcf cause gdp at 1% level.

    Reply