--- title: granger description: Documentation about Granger test functions to calculate and visualize Econometrics models in OpenBB terminal. Covers usage, parameters and return types. keywords: - Granger test - Econometrics - OpenBB terminal - Source code - Function parameters - function return --- import HeadTitle from '@site/src/components/General/HeadTitle.tsx'; import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem'; Calculate granger tests Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/econometrics/econometrics_model.py#L210)] ```python openbb.econometrics.granger(dependent_series: pd.Series, independent_series: pd.Series, lags: int = 3) ``` --- ## Parameters | Name | Type | Description | Default | Optional | | ---- | ---- | ----------- | ------- | -------- | | dependent_series | Series | The series you want to test Granger Causality for. | None | False | | independent_series | Series | The series that you want to test whether it Granger-causes time_series_y | None | False | | lags | int | The amount of lags for the Granger test. By default, this is set to 3. | 3 | True | --- ## Returns | Type | Description | | ---- | ----------- | | dict | Dictionary containing results of Granger test | --- Show granger tests Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/econometrics/econometrics_view.py#L247)] ```python openbb.econometrics.granger_chart(dependent_series: pd.Series, independent_series: pd.Series, lags: int = 3, confidence_level: float = 0.05, export: str = "") ``` --- ## Parameters | Name | Type | Description | Default | Optional | | ---- | ---- | ----------- | ------- | -------- | | dependent_series | Series | The series you want to test Granger Causality for. | None | False | | independent_series | Series | The series that you want to test whether it Granger-causes dependent_series | None | False | | lags | int | The amount of lags for the Granger test. By default, this is set to 3. | 3 | True | | confidence_level | float | The confidence level you wish to use. By default, this is set to 0.05. | 0.05 | True | | export | str | Format to export data | | True | --- ## Returns This function does not return anything ---