causality

Perform Granger causality test to determine if X "causes" y.

obb.econometrics.causality(data: Union[list, dict, pd.DataFrame, List[pd.DataFrame], pd.Series, List[pd.Series], numpy.ndarray, Data, List[Data]], y_column: str, x_column: str, lag: int = 3)

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Parameters

• Standard

Name	Type	Description	Default	Optional
data	List[Data]	Input dataset.	None	False
y_column	str	Target column.	None	False
x_column	str	Columns to use as exogenous variables.	None	False
lag	PositiveInt	Number of lags to use in the test.	3	True

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Returns

OBBject with the results being the score from the test.

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