Granger

To obtain charts, make sure to add chart=True as the last parameter

Get underlying data

econometrics.granger(dependent_series, independent_series, lags)

Calculate granger tests

Parameters
----------
dependent_series: Series
    The series you want to test Granger Causality for.
independent_series: Series
    The series that you want to test whether it Granger-causes time_series_y
lags : int
    The amount of lags for the Granger test. By default, this is set to 3.

Getting charts

econometrics.granger(dependent_series: pandas.core.series.Series, independent_series: pandas.core.series.Series, lags: int = 3, confidence_level: float = 0.05, export: str = ‘’, chart=True)

Show granger tests

Parameters
----------
dependent_series: Series
    The series you want to test Granger Causality for.
independent_series: Series
    The series that you want to test whether it Granger-causes dependent_series
lags : int
    The amount of lags for the Granger test. By default, this is set to 3.
confidence_level: float
    The confidence level you wish to use. By default, this is set to 0.05.
export : str
    Format to export data